Phillies management was unavailable for comment, the newspaper said.
Gagne is also going to work out for the Rockies, FoxSports.com reported on Thursday. Colorado manager Jim Tracy was Gagne's manager with the Dodgers from 2001-05. Gagne also has tentative workouts planned with the Dodgers and Blue Jays, according to Yahoo! Sports.
The right-hander, who won the National League Cy Young Award during a remarkable 55-save season with the Dodgers in 2003 and holds the record for most consecutive converted save opportunities with 84, spent the entire 2009 season with the Quebec Capitals of the independent Canadian-American League, going 6-6 with a 4.65 ERA in 17 starts.
If anyone signs Gagne, it would likely be to a Minor League deal with an invitation to Spring Training.
"We're just going to take a look, just to see what he's doing," Amaro told ESPN.com earlier this week. "But we don't have any expectations, at all. Just chalk it up to not leaving any stone unturned. There are a lot of [pitchers] out there who are not signed. And we're just keeping our eyes open."
Gagne, a native of Montreal, was nearly unhittable during his three All-Star seasons with the Dodgers from 2002-04, when he posted a 1.79 ERA, a 6.29 strikeout-to-walk ratio and a combined 152 saves.
Elbow problems and eventual Tommy John elbow ligament replacement surgery limited him to 16 combined relief appearances in 2005 and '06 before he bounced back a bit in '07, posting a 2.16 ERA and 16 saves with the Rangers in the first half of the '07 season.
But Gagne, who was named in the Mitchell Report in December 2007, struggled upon being traded to the Red Sox in July '07 and during his last full season in the Majors in '08. That year, spent with the Brewers, the power right-hander went 4-3 with a career-high 5.44 ERA in 50 games.
"I'm very excited to have this chance," Gagne told CKAC Sports, as first reported by the Philadelphia Daily News. "There are many players that I know well on that team, including [former Dodgers teammate] Jayson Werth."
This offseason, the Phillies signed right-hander Danys Baez, who has experience as a closer, but the back-to-back National League champions could start the year without the services of closer Brad Lidge (elbow and knee surgeries) and lefty J.C. Romero (elbow surgery).