Technical director Marina Granovskaia has been 'plotting' moves for the trio and could even push for January moves for De Ligt and Kounde.
Both defenders would cost a lot but money won't be a problem for Chelsea, the newspaper claims.
The Blues are prepared to spend big on centre-backs as the club is likely to lose Antonio Rudiger and Andreas Christensen on free transfers next summer.
The arrival of De Ligt and Kounde would give Thomas Tuchel "one of the best defences in Europe" for long term.
Regarding Insigne, Chelsea could snap him up on free transfer. His Napoli contract expires next summer and talks about extending it have reached a dead end.
Marca are quite reliable when it comes to Spanish transfer news. However, we urge you to take this report with a pinch of salt as the newspaper might not get Chelsea rumours right.