Manuel Pellegrini's agent claims an intermediary representing Chelsea has sounded him out about the availability of the Malaga coach.
Jesus Martinez also told a Chilean newspaper that Pellegrini would love to manage in the Barclays Premier League one day and will make a decision about his future in the coming months.
Chilean Pellegrini, who has a contract with Malaga until June 2015, has been a huge success at the Spanish club since taking charge two years ago.
The 59-year-old led them to a fourth-placed finish last season and this term has guided them through to the last 16 of their maiden Champions League campaign as well as keeping them near the top of the Primera Division.
That has not gone unnoticed across Europe and, according to Martinez, Roma were recently in contact following the sacking of Zdenek Zeman.
Martinez also said other clubs had been in touch about the former Real Madrid and Villarreal boss, including Chelsea, whose interim manager Rafael Benitez's contract runs out at the end of the season.
Chelsea have been linked with Pellegrini in the past but the club have not publicly acknowledged an interest, and Martinez stressed he has not received an official approach from the Blues.
Martinez said in Chilean newspaper El Mercurio: "Manuel has a contract with Malaga. I think that in April and May we will be clear about what will happen with his future.
"Our first intention is to respect our commitment, but it also depends on what the conditions are.
"We had a formal offer from Roma, but we rejected it. It was less than 15 days ago, but we discarded it outright because we are in the middle of the season.
"Chelsea and other clubs have asked, but only through intermediaries, nothing official. Manuel would love to coach in the English Premier League, as he would in Germany, Italy and other important leagues.
"There's plenty of time to analyse what we will do next season."
Lund, a midfielder who can also play in defence, will be available for Saturday's League Two fixture against promotion rivals Northampton at Roots Hall.
Manager Paul Sturrock said: "Matthew has played a number of games at this level already this season so he knows exactly what to expect.
"We saw him play against us earlier in the season when we won 3-2 at Bristol Rovers and we knew then he was a good player.
"We are delighted to have been able to bring him in to help us with all the injuries we have been suffering from of late."
Lund began his career in the youth set-up at Crewe before joining Stoke in 2009.
The 22-year-old has yet to make a senior appearance for Tony Pulis' side but has enjoyed loan spells at a number of clubs.
In 2010 he made three appearances for Hereford before making a further three for Oldham.
In January 2012 Lund joined Bristol Rovers and played 13 times for the club, scoring two goals. He returned to Rovers this summer and has made 20 appearances for them in all competitions.
Forward Dani Lopez and defender Bondz N'Gala have both joined on loan from Stevenage on initial one-month deals, while Belgian defender Chiro N'Toko has been offered a contract until the end of the campaign.
Lopez joined Boro at the start of the season after arriving from Spain but failed to break into the side and spent three months at Aldershot, where he scored six goals in 12 appearances.
N'Gala, another summer signing for Gary Smith's League One side, has played 19 times but has not featured since a 2-1 defeat to Doncaster in January.
He began his career at West Ham, where he made one League Cup appearance before joining Plymouth Argyle and then moving on to Yeovil.
N'Toko, who was born in the Democratic Republic of Congo, made 14 appearances for Dutch side Den Haag last season.
Meanwhile, Harry Crawford has returned to Dartford on a one-month loan.
The striker joined from the Blue Square Bet Premier side in January, but has been allowed to return for first-team football following the arrivals of Lopez and Craig Beattie at Underhill.
