Neymar, 27, returned to Paris on Monday having previously failed to report for pre-season training.
And ESPN claim he had a brief meeting with Leonardo where he reaffirmed his desire for a transfer in the current window.
Barcelona appears to be his most likely destination, however, they might struggle to find the money to sign him as they have already signed Frenkie de Jong for £60million and Antoine Griezmann for a further £107m.
Despite that, the report from ESPN adds they remain confident of getting a deal over the line.
Neymar only left the Nou Camp in a world-record £200m switch to PSG two years ago.
He has scored 51 goals in 58 appearances in all competitions during his time with the Ligue 1 giants but his time in Paris has been marred by controversies and injury.
Despite his struggles and desire to leave, Barca will probably have to beat the world record transfer fee to sign him.
Another option would be to include some players in the deal and PSG are said to be interested in both Philippe Coutinho and Ousmane Dembele.
Coutinho cost Barca £142m and has failed to show his best form in Barcelona since moving from Liverpool.
But agent Kia Joorabchian spoke out over the weekend and insists his client wants to stay and fight for his place.
Meanwhile, Sky Sports have also reported on Neymar’s latest situation and claim PSG would actually prefer a player-plus-cash deal.
“Told Neymar has asked to leave PSG after talks with Leonardo today,” reported Bryan Swanson wrote on Twitter.
“Didn’t tell PSG where he would like to play. Club tried to convince him to change mind.
“Would want players plus money as part of any deal. No offers yet.”