Megson has been promised cash to spend in the January transfer window and is looking to strengthen his midfield.
The 19-year-old midfielder has been linked with Arsenal, Real Madrid and Middlesbrough in recent weeks.
Witsel have previously revealed that he would be keen on a move to the Gunners.
Witsel said: “I have dreamt about playing for a big club since I was a kid and my love for Arsenal goes back a long way.
“I’d love to play in a more classy league.”