Tottenham have also been credited with an interest in the England international, while Heskey, who is out of contract at the end of the season, has openly expressed a desire to return to former club Liverpool to play Champions League football.
Villa Park boss Martin O'Neill managed Heskey when the pair were at Leicester and failed with a £6million offer for the 30-year-old on transfer deadline day earlier this season.
Wigan manager Steve Bruce has already accepted he is likely to lose his star asset and has lined up Ecuador striker Cristian Benitez as a replacement.
JJB officials may accept a £4million offer for Heskey, who is currently sidelined with another hamstring injury, rather than risk losing him for nothing.
Latics are hoping to have Heskey back for next Monday's home game with Everton.