Lazio have missed out on Wesley after Aston Villa officially clinched a €25m deal for the Club Brugge striker.
Wesley has been linked with Lazio since last summer, and it had been reported that they were trying again for the Brazilian.
However, Het Laaste Nieuws claims Villa will sign the 22-year-old for a club-record fee instead.
The newspaper cites confirmation from his agent that an agreement was found on Wednesday.
The forward broke through in Slovakian football and scored 17 goals for Club Brugge last season.
Villa, for their part, will play in the Premier League next season after winning the EFL Championship playoffs.