Striker Carlos Tenorio is a target for a host of Premiership clubs including Blues
The 28-year-old, who played in last summer's World Cup, currently plies his trade in Qatar with Al-Sadd.
"I always think a lot about the Premier League because it's a championship that has great quality," said the Ecuador international.
Mark Viduka is wanted by Blues but looks poised to join Newcastle United
The experienced Australia international frontman will be a free agent shortly when his Middlesbrough contract expires and will be able to command a lucrative salary from any new club.
Blues have made a big-money offer but will now look elsewhere for the new striker boss Steve Bruce wants to complement his existing options.
"We're hoping to bring in a few more players yet and we're certainly looking around," said number two Eric Black.
"The search has been unrelenting, not least for a striker, and the right one isn't easy to come by."