Edinson Cavani has told Paris Saint-Germain that he wants to leave for Atletico Madrid, the French champion's sporting director Leonardo said Sunday.

"It's true that today he asked to leave. We are studying the situation. It's also true that there has been an approach from Atletico Madrid," said Leonardo after PSG defeated Lorient 1-0 to reach the last 16 of the French Cup.

PSG does not want the Uruguayan striker, its record goalscorer, to leave but "we have to listen to him because we have a lot of respect for the player," added the Brazilian.

Cavani has scored 198 goals in his PSG career but has lost his place as an automatic first-choice following the arrival of Mauro Icardi on loan from Inter Milan.

PSG coach Thomas Tuchel refused to comment on the future of the 33-year-old player.

"I have said a lot about this, I am not going to repeat myself always on the same subject," said Tuchel.

"If we want to achieve our objectives – winning as many trophies as possible – it's best with 'Edi,' yes," he said.