De Gea is struggling to make an impression at Manchester United since his move there at the start of the 2011-12 season.
Atletico are monitoring the situation according to reports in the British press.
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Since Guus Hiddink arrived at the helm, Chelsea have improved considerably after a tricky start to the campaign.
Newcastle United are staring down the barrel of relegation to the Championship for the second time in the past eight years.