Ellington played in The Pirates 0-0 draw with Carlisle United at the Memorial Stadium on Tuesday and was watched by Preston boss David Moyes and representatives from Goodison Park.
Ellington scored a famous hat-trick this season for the Division Three strugglers at Derby County in the FA Cup and a move to a bigger club could imminent.
A former Bristol City player, Moyes is the subject of much speculation to take over The Toffees managerial vacancy, after Everton sacked Walter Smith on Wednesday.
The Scot's interest in Ellington could lead him to bringing the striker to Merseyside and not Deepdale, should Moyes make the managerial switch to Everton.
In an exclusive interview with planetfootball.com, Bristol Rovers manager Garry Thompson said: "David Moyes watched him (Ellington) play last night, as well as some scouts from Everton as well.
"Preston, Everton, and West Ham have all shown interest in him but we have received nothing concrete in terms of a bid for Nathan as yet."
Chelsea and Charlton are two other top sides that have been linked with the former Walton & Hersham hitman and with Rovers looking to make clear-out of its playing staff in the close season, they may take advantage by trying to cash in on the club's top goalscorer.
