Sarri has had an impressive start to his career as Chelsea manager, winning all four of his first Premier League games in charge of the team.
That success has included defensive solidarity, with the 'Blues' back four conceding on just three occasions in four games.
However, 'Calcio Mercato' claim that the Italian coach wants to bolster his defensive ranks by bringing the duo from a giant club in his home nation, Milan.
It could be difficult to get the signings done given that Romagnoli signed a four-year contract extension in the summer with Caldara joining on a five-year deal from Juventus just weeks before.
Despite that, it seems that Sarri is intent on bringing his famous 'Sarrismo' style of play to the club, and wants to bring in his own players to be able to do that.