The Chilean winger is one of the world’s hottest properties and has been linked with a move to Barcelona.
Udinese owner Giampaolo Pozzo said: “Nothing is impossible.
“(Napoli president) Aurelio (De Laurentiis) has pleasantly surprised me because he wants to achieve big things and wants to win the scudetto.
“He has made an interesting financial offer for Sanchez. The deal would be complicated.
“We will have to wait until the Copa America is over and then consider how many pretenders there are and how many clubs are really interested in Sanchez.
“We need to understand who the real suitors of this champion player are. We have spoken to two clubs but nothing serious has come out of it.”