The Denmark striker has been linked with a return to Serie A this summer, where Napoli and Roma are keen. But the former Atalanta centre-forward has begun preseason with United.
Now Sky Italia says Milan have approached United about a price for Hojlund.
Should United get serious about selling the striker, Roma are expected to formalise their interest.
Hojlund's former Atalanta coach Gian Piero Gasperini is now in charge of Roma and a reunion would be favoured by the 22 year-old.