The 29-year-old centre-back has fallen behind David Luiz in the pecking order at Stamford Bridge and has been strongly linked with a move to the Turin giants.
Speaking to Sky Sport 24, Alex said: “I am aware of Juventus’ interest, but I think they want to sign me on loan and this would not be a real alternative for me or Chelsea.
“My agent has been contacted by Juventus. I am 29 years old and it would be a great opportunity. I would love to play in Italy and I hope I can realise this dream before I retire.
“When I spoke to my agent, I told him that Juve would be a real opportunity for me. Now though, it all depends on them. They must come to an agreement with Chelsea, because it is unlikely they will accept a loan move.“
Alex started Chelsea’s first game of the season last weekend as they drew 0-0 away to Stoke City, but only because fellow Brazilian David Luiz was injured.