The 31-year-old will be out of contract at the French club this summer and it is understood that he has no future with Carlo Ancelotti's side.
A January sale is expected to happen, according to various reports, and Pandoldo has insisted that Santos are interested in the winger.
"We talked some time ago and we meet weekly, sometimes even more than once a week, to discuss new names and to finalise some ongoing situations regarding players we talked about," he told ESPN.
"Nene is one of those players. He is a possibility but it is still too early. Nene is under contract. For now, we are just sounding out."
Nene played for Santos in 2002.