Saints boss Mauricio Pochettino is looking to bolster his squad in the summer transfer window having had to work with the majority of former boss Nigel Adkins' players after taking over at St Mary's in January.
And, as the Argentinian tactician has a sound knowledge of the Spanish market following a three-year spell at Espanyol, it appears he will look to bring players in from La Liga in the close-season.
Therefore, it is no surprise to see 28-year-old Gamez, who has made over 200 appearances for Malaga and is contracted to the club until summer 2016, being linked with a move to the Premier League with the Saints.
The Champions League quarter-finalists have had some financial difficulties in the past year and it is believed that they would be willing to sell Gamez if the Saints meet their valuation of him.
Gamez usually plays in a right-back role which would put Nathaniel Clyne's future at the club in doubt given that he was being linked with a possible summer switch to Chelsea earlier in the season.