According to Simon Jones of The Mail, the 21-year-old is being watched by numerous other sides such as Ajax, Borussia Dortmund and Valencia, but Leicester are reportedly leading the chase to sign him.
Jones also reports that the Hammers tried to bring Sisto to the Boleyn Ground in the summer but were unsuccessful and that they remain interested in the Danish international.
Sisto was born in Uganda but received special dispensation from FIFA to represent Denmark without having to wait for five years after his 18th birthday.
The 21-year-old is comfortable playing on either wing or centrally and will be familiar to Manchester United fans as he scored against them in both legs of the Europa League last 32 tie between Louis van Gaal’s side and Midtjylland.
The Danish side think they can get £12million for Sisto, so it remains to be seen which club decide to take a punt on him.