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The 33-year-old Uruguayan striker became a free agent in June after his contract with the defending French champions expired.
Cavani was linked with both Benfica and Atletico Madrid in the summer before potential moves for both clubs collapsed.
And now the Uruguay international has been heavily linked with Manchester United and is set to complete a sensational move to Old Trafford ahead of the window shutting on 5th October.
Cavani has been keeping on top of his fitness not through training on the football pitch, but rather practicing ballet dancing.
The former PSG star has even donned his ballet tights and been spending his time at the National Ballet of Uruguay.
Cavani admitted that he wants to break the stigma surrounding men doing ballet, saying he wants men and women to be "free to seek their happiness in what they are most passionate about."
The United target explained: "I don't share the view that every boy has to play only soccer.
"I believe that girls and boys have to be free to seek their happiness in what they are most passionate about, because that's the best way to be well-trained, growing day by day in a firm structure."
Cavani added that the experience to be trained by professional dancers at Sodre was "incredible" and he was "left with a real sense of admiration" after what he saw.
He said: "The experience was incredible, the dancers explained to me how to do the steps and when I saw them, I was left with a real sense of admiration! Because dance is something wonderful.
"My life partner is passionate about dance. That's why when we were in Paris we went to see the ballet where we had a great time and really enjoyed it."
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