The Uruguay international striker is keen on a summer move to the Premier League.
Cavani has been linked with both Manchester United and Chelsea in recent months.
The Daily Star reports that United are not prepared to meet PSG’s £40million valuation for the 29-year-old.
Cavani’s father said earlier this week that the striker should move to Real Madrid, Juventus or Manchester United.
“I want him to win the Champions League, but he has to play for one of the few teams who can do so,” he said.
“You have to go to Barcelona, Real or Manchester, who invest in order to be European champions. It’s like with our national team — I always say that even our grandchildren won’t see them winning the World Cup.”
He added: “We’ve heard that teams are interested. Manchester United are always mentioned in transfer windows. There are always reports that Real Madrid and Man United want him, but in the end it comes to nothing. It’s more down to spin than real negotiation between clubs.
“I was lucky enough to talk to the PSG president. He told me that they expect a lot from Edi, that he loves him and doesn’t want to sell him because great things are ahead. When you hear that, it means that moving to another club will be difficult. But football is about businessmen and business nowadays. They tell you that someone won’t be sold, but then someone appears with money, and they are sold.”