Anzhi, who signed Brazil legend Roberto Carlos on a huge contract in February, have offered Dunga more than ?4.5million a year to be their next coach and admit they would be keen on ?40m Santos wonderkid Neymar.
Billionaire owner Suleyman Kerimov, who bought Anzhi in January, has little chance of attracting Neymar, who is also wanted by Real Madrid and Chelsea.
On the move: Super-rich Russian club Anzhi want to sign Spurs striker Roman Pavlyuchenko
But the Dagestan club are more hopeful on a deal for Tottenham striker Pavlyuchenko, despite the Russia striker's desire to sign a new contract at White Hart Lane.
Anzhi boss Gadzhi Gadzhiev said: 'We would be interested in Pavlyuchenko, especially as he has a Russian passport. If it happens he would strengthen our team.
'Maybe there have been some preliminary discussions but I'm not asked in advance on every conversation.
'I'm generally only asked if there is the question of whether I need the player or not. If I'm asked about Pavlyuchenko, we certainly need him!'
Star turn: Anzhi Marhachkala want to recruit Pavlyuchenko alongside Brazil legend Roberto Carlos
Anzhi are ready to offer about ?10m, but Spurs want closer to ?15m.
Meanwhile, Anzhi midfielder Odil Ahmedov has backed up the Uzbekistan FA president's claims that Arsenal want to sign the 23-year-old.
'It's true that Arsenal have asked about me,' said Ahmedov. 'I'm now in the hands of the English team's scouts. They are watching each of my games.
'If I go to that club it will be a success not only for me but for the whole of Uzbek football.'
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