The former Hearts full-back made the move from Scotland to Serie A in September 2020, joining I Rossoblu for around £1.5m.
After winning the club's golden boy award in his debut campaign last year, the 19-year-old has featured regularly again this year, appearing in 35 league appearances to help Bologna to 13th place in the table ahead of their final game of the season at Genoa on Saturday.
Hickey's impressive displays on the left-hand side of the defence has reportedly prompted interest from Arsenal in recent weeks, but the Daily Mail are reporting that Brentford are looking into the possibility of bringing him to West London in the summer.
The report highlights the longstanding interest from the Bees, but also outlines reported interest from Newcastle United and Napoli too.
Hickey's performances in Italy earned him international recognition in March, making his debut for Scotland in the 1-1 draw with Poland, before earning his second cap just five days later in Austria.