Chelsea reportedly failed with a January bid to sign Nottingham Forest defender Murillo.
The Brazilian has established himself as a key figure in the Forest side since arriving at the City Ground in a £10.1m move from Corinthians in the summer of 2023.
Murillo made 32 appearances in his first Premier League season, as Forest preserved their top-flight status with a 17th-placed finish.
The centre-back has since played an important role in Forest's bid to make a surprise push for Champions League football.
Murillo has started 23 of the club's 24 top-flight matches this season, helping his team collect 47 points to leave them in third position in the Premier League table.
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Chelsea failed with Murillo swoop
Last month, Murillo committed his long-term future to the East Midlands club, signing a new deal to keep him at the City Ground until the summer of 2029.
However, according to The Telegraph, Chelsea made an attempt to sign the 22-year-old before he put pen to paper on his new contract.
The report claims that the Blues made an effort to secure Murillo's signature in the early stages of the winter transfer window.
Forest owner Evangelos Marinakis ultimately rejected Chelsea's approach, turning down what would have been a record sale for the club.
Marinakis was unwilling to consider selling Murillo regardless of the amount being offered, as Forest looked to keep their best players for their top-four bid.
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Who are Chelsea's central defensive options?
Chelsea were looking to sign a new defender following the news that Wesley Fofana could be out for an extended period with a hamstring injury.
However, instead of recruiting a new centre-back, the Blues opted to recall Trevoh Chalobah from his season-long loan spell with Crystal Palace.
Chalobah has added to Enzo Maresca's central-defensive options, which include Levi Colwill, Tosin Adarabioyo and Benoit Badiashile, although the latter is currently on the sidelines.
Maresca can no longer call upon Axel Disasi after the club allowed him to join Aston Villa on loan on transfer deadline day.
