Okore impressed during the Danish club's Champions League campaign and is known to have many interested suitors, many of whom Okore's agent has stated are from England.
"I heard that Fulham made a bid, but the club refused it," Expressen quotes the representative as saying.
"Half the Premier League is out to get him. There are many, big clubs who want him, but not just in England. Lyon and several other clubs have also shown interest."
Okore has won four international caps for Denmark.