Kandol has made 20 appearances and scored eight goals since he moved to the Lions and Millwall boss Kenny Jackett is believed to be keen do a deal with Simon Grayson during the transfer window.
"I will be speaking to the new Leeds manager at Tresor's parent club to see what his thoughts are," Jackett told the Southwark News. "I don't know where Leeds see the situation. I know Tresor is happy at Millwall and has enjoyed his time here and we will see how the situation progresses."