However, he believes reaching a deal with the Blues will be difficult because of the costs involved.
Caparros told Sevilla's club media on Tuesday (h/t Football Espana): "We are interested in Morata, but it is a very complicated operation due to his cost. The player wants to come here over other options, but the negotiation with Chelsea will be very complicated."
Eduardo Fernandez-Abascal of ESPN later reported that Morata's agent has travelled to London to discuss a potential loan to Sevilla.
Chelsea signed Morata from Real Madrid in 2017 for €65 million (£58.4 million), so they'll want to recoup as much of that as possible if they're to let him go permanently.
According to AS, (h/t Football Espana) the deal could take the form of a loan until the end of the season, but Sevilla would not be obliged to make the move permanent.
On Saturday, the Spaniard scored his eighth and ninth goals of the campaign as he converted a pair of Callum Hudson-Odoi crosses to fire the Blues to a 2-0 victory over Nottingham Forest in the FA Cup.
Despite netting the brace, the forward appeared visibly unhappy at Stamford Bridge, per ESPN FC's Liam Twomey:
On Tuesday, he was not available for Chelsea's trip to Tottenham Hotspur in the first leg of the Carabao Cup semi-final—a game Spurs won 1-0—but Simon Johnson of the Evening Standard noted the timing of his absence:
Morata contributed to two league and cup doubles during his time with Juventus and scored 20 goals for Real Madrid in the 2016-17 season, in which they won La Liga and the UEFA Champions League, so he's clearly not without talent.
His switch to Chelsea has not worked out, though, so a move away could help him get back to his best.
Sevilla haven't struggled for goals this season—only Barcelona have more than their 31 in La Liga—and strike partnership Wissam Ben Yedder and Andre Silva have 24 goals between them in all competitions.
Nevertheless, Morata could be a useful addition to their side as they aim to secure a top-three finish and win the UEFA Europa League for the fourth time since 2014.