Courtois has just a year left on his current contract and the Blues have chose to stop negotiations over a new deal.
Thibaut Courtois could find himself leaving Chelsea this summer after contract talks broke down.
"Courtois? I am always in contact with Real Madrid", Henrotay told Voetbal magazine.
There is one Real Madrid-sized problem in the Reds' interest.
But, Chelsea seem to be going through their most turbulent phase under the ownership of Roman Abramovich.
Reports have suggested that Chelsea remained hopeful of extending the 26-year-old's stay at Stamford Bridge but would be prepared to allow Courtois to leave on a free transfer next summer.
The Belgium stopper made 46 appearances for the Blues last season, as they failed to qualify for the Champions League.
In recent weeks, Alisson had emerged as an option, with Courtois and David de Gea believed to be inaccessible.
However, they face significant competition from Liverpool, who have also identified the Brazilian No.1 as the ideal replacement for Loris Karius following his error-filled night in Kiev.
Not hanging around at Chelsea any longer?
But it will be money well-spent as Alisson will likely be very keen on joining the Stamford Bridge-based club and will view it as a big step up in his career from AS Roma.