The Portuguese is weighing up his options after his dismissal by United last month.
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Former Sporting CP coach Amorim is being linked with Jose Mourinho's job at Benfica. However, he is also wanted in Brazil.
VDG-Cast is reporting Amorim is a target for Vasco da Gama.
Vasco are seeking a new coach following the departure of Fernando Diniz last week. Diniz was sacked on Sunday following a 1-0 defeat to Fluminense.
In the league, the club sit 17th in the table with just one point from their opening three games of the new season.