Lemar was strongly linked with a move away from Monaco last summer and again in January, but ultimately stayed with the principality club.
The 22-year-old is expected to finally move on in this summer's transfer window, although Vasileyev has warned the likes of Arsenal and Liverpool that the France international will be very costly at the end of the season.
"A few hours after the match against Paris is not the time to talk about the transfer window," Vasiley told Telefoot. "But good luck to those who want him. He's worth a lot."
Lemar has scored three times and registered eight assists in 33 appearances for Monaco this season.