The Arsenal manager may not make a move for the Uruguayan until the summer transfer window though.
“I like him as a player,” Wenger said. “Will he cost a lot of money? That’s for sure. Nobody would deny that. Our banker lives just next to me at the moment and he is ready if we find the right player.
“We can spend the money that we have decided to spend if it is for a player we think gives us a plus. But I do not want to speak about Cavani because we have not made an inquiry for him.”
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Summer 2016 is set to be a very exciting time for football fans, as this is when the long awaited Euro 2016 tournament kicks off.
Since Guus Hiddink arrived at the helm, Chelsea have improved considerably after a tricky start to the campaign.