The 19-year-old has started 29 games in Serie A this season for Bologna, scoring four goals.
Hickey has impressed on either flank in a wing-back role for Siniša Mihajlović’s side.
Not only has he earned full international honours with Scotland, making appearances in recent friendlies against Poland and Austria, but heis performances have attracted interest from clubs in Italy and in England.
AC Milan have been linked in the past as a possible option in the summer with technical director Paolo Maldini a fan but it appears another Serie A club are now interested.
Hickey has been linked with Newcastle United but it is fellow Premier League side Brentford who are perhaps the most serious of clubs keen.
According to the Daily Mail, they view Hickey as a strong transfer target with the teenager reportedly valued at £18million.