Dicko is thought to be frustrated at his lack of playing time this season with his only appearance coming as a late substitute in the Community Shield defeat to Manchester United.
The 21-year-old Frenchman is keen to be playing on a regular basis and is thought to be weighing up his options.
Dicko, who is in the final year of his contract at the DW Stadium, has enjoyed loan spells at Blackpool and Wolves during the last 18 months.
The versatile attacker scored nine goals for Blackpool during his two loan spells at Bloomfield Road, despite mostly featuring as a substitute for the Seasiders.
The likes of Burnley, Millwall and Bournemouth are all thought to be keeping tabs on Dicko's situation as they look to bolster their attacking options before the close of the transfer window.