The report states that Sunderland manager Sam Allardyce is looking abroad as he looks to strengthen his attacking options and that Doumbia is his primary target.
Doumbia is unsettled at Roma after finding first team opportunities limited and is looking to move despite the appointment of Luciano Spalletti.
Fenerbahce are also interested in signing the 28-year-old according got Eurosport.
The Ivory coast international spent the first half of the season on loan with CSKA Moscow, but the Russian club don’t want to make the move permanent.
Fenerbahce are on the lookout for a new striker following the departure of Moussa Sow over the summer. The Yellow Canaries have just two strikers in their squad.
Doumbia has five assists and 11 goals in 21 games for CSKA Moscow this season.