The Blues are understood to be in the market for a new striker having resorted to playing Eden Hazard through the middle due to the inconsistent form of Alvaro Morata and Olivier Giroud.
Wilson has scored nine Premier League goals this season, with Tottenham's Harry Kane the only English player with more.
Higuain sent out on loan to AC Milan last August after the arrival of Cristiano Ronaldo and the Argentine has been unable to find his footing at the club.
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Higuain has netted eight times in 20 matches for Milan.
"He had a tough moment, he has to put it behind him and get to work".
He said: "A goal can change things, but if he is to continue here, he needs to take on responsibility".
The report adds that Gonzalo Higuain, Callum Wilson and Mauro Icardi are also being eyed by the Blues.
When asked about Chelsea's interest in Higuain, Leonardo said: "There's no point following rumours and gossip".
However, negotiations are complicated and the two parties (Chelsea and Juve) have different ideas: the Bianconeri wanting the Premier League side to basically accept the same terms as Milan - a loan with €36m obligation to buy. "Seeing as he is here, he needs to get down and actually do something for this team".