The 34-year-old France international scored 44 goals for Real Madrid last season.
Borussia Dortmund on Monday completed the signing of veteran Cologne striker Anthony Modeste as a replacement for Sebastien Haller, who is undergoing treatment for cancer.
Leroy Sane and Marko Arnautovic are among the names being linked with Manchester United.
Lille also trail leaders Paris St Germain on goal difference alone after beating Auxerre 4-1.