The Danish defender has impressed for the Sicilian club this season, following his move from FC Midtjylland this summer.
The 19-year-old was linked with several clubs, including Liverpool and Middlesbrough, before joining Palermo.
“It’s nice when you hear that a big club is looking at you,” Kjaer told Ekstra Bladet.
“Juventus is one of the top ten clubs in Europe, of course it makes me happy and proud.
“There are many rumours and I don’t spend time thinking about that.
“I am concentrating on Palermo and the matches I have here.”
