The Brazilian World Cup winner is on loan at Elland Road from Milan for the season but has made just five Premiership starts since being signed by ex-manager Peter Reid.
Hamburg have conceded more goals than any of the top nine clubs in the German league, even more than bottom of the table Eintracht Frankfurt.
Roque Junior is out in the cold at the San Siro, as well as Leeds, and could be sold off by the Serie A club during the summer.
Hamburg's Dietmar Beiersdorfer is understood to have held talks with the defender's advisors and is set to travel to Milan to discuss terms.