Globo reported that several Brazilian clubs, including Flamengo, were interested in Caio Henrique. The player chose Ajax over Flamengo because he wanted to stay in Europe and believed he would have a better chance of returning to the national team at Ajax.

With one year remaining on his contract at AS Monaco, Caio Henrique is being tracked by the Brazilian club Flamengo. The 28-year-old left-back, a Brazilian international, also has strong interest from Ajax Amsterdam, and the Dutch club is attempting to sign him this summer in a deal that could be worth around €10 million plus bonuses. He joined Monaco in August 2020 and has 5 caps for Brazil. During the 2025/2026 Ligue 1 season, he made 22 appearances, providing 2 assists. His current market value is €12.00m, according to Transfermarkt.