The winger has found himself out of favour under Jose Mourinho, starting just one game this season, a 3-1 victory over Northampton Town in the EFL Cup in September.
However, the Premier League giants will not allow the Dutchman to leave on the cheap, and have reportedly already rejected a £13million offer from Lyon.
"Memphis Depay is a player who I have made a priority. The intention is that we capture him as soon as possible," Genesio said.
'I'm a fan. He is a complete, powerful and fascinating player."