Whitbread has a year left on his contract after helping the Lions to the League One play-off final last season.
And the 25-year-old's agent, Kevin Moran, has confirmed the Belgian side have made an enquiry about the player.
"It is true that Genk have made an enquiry for Zak," Moran told skysports.com. "They are in Europe next season and they have expressed an interest in him.
"They have made an enquiry to Millwall, but that is as far as it goes at the minute."