Keegan, Terry McDermott and executive director (football) Dennis Wise were all in Paris last weekend to watch PSG take on St Etienne and Diane claimed that there have been talks about his possible transfer between the clubs in the last few days.
He said: "Kevin Keegan is a dream coach, his team always plays offensive football and playing in England would be a great opportunity.
"I know there is some contact between the two clubs and if an agreement is reached, I will go to Newcastle. To play with Michael Owen would be great and there is also Obafemi Martins who is a top striker.
"The Premier League is attractive and some of my Ivorian friends are there, so I would be in good company."
Keegan has been told to trim the wage bill this summer and Alan Smith could be on his way.
Smith is on more than £60,000-a-week at St James's Park. The former Leeds United star would also command a sizeable transfer fee, which would enable Keegan to increase his own transfer budget.