According to Brazilian media, the chances of the 20-year-old moving to London are good, and would bring the Ligue 1 club around 50 million euros ($61.3 million).
"He isn't unsettled but he is thinking it over," Gourvennec said ahead of his team's Ligue 1 match at home to Caen on Tuesday.
"He's thinking about what's the best choice for him, it's only logical."
Malcom has been one of the few bright spots of what is turning out to be a terrible season for Bordeaux, scoring seven league goals and making five assists while his team flounder in the lower regions of the league.
They are just four points above the relegation zone and on a miserable run of form, with the 1-0 win at Troyes on Saturday just their second success in 13 games, a run that started with a 6-2 hammering by Paris Saint-Germain in late September.
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