Pellegrini may head to Chelsea for first signing
The Hammers are in desperate need of a quality keeper and the manager’s former Malaga and City favourite fits the bill.
The Chilean brought the stopper in form his former club Malaga when he became uncertain about Joe Hart following his arrival at Manchester City and although he is now 36 the Argentine keeper still has much to offer.
He is currently at Chelsea as No 2 but is out of contract next year and could be avaialable at around £5 million.
Caballero became a hero at City during the 2016 League Cup Final when, after the game finished 1-1 in normal time – he saved three Liverpool penalties as City lifted the Cup.
The manager has no intention of bringing Joe Hart back to the club and a move for Caballero looks inevitable given the pair’s history.