Mundo Deportivo says the Reds had an offer of €50 million (£42.2m) for the teen rejected by LOSC.
The Ligue 1 outfit are willing to sell, but rate Yoro closer to €70 million (£59.1m).
Real Madrid and Manchester United are also interested in the 18-year-old centre-half.
Yoro has a deal with Lille until 2025.
