Malambi joined Ahly on a four-year deal from Premiership champions Bidvest Wits yesterday and is poised to become the first South African to campaign in Egypt's topflight.
According to a reliable source the Cairo-based outfit are also considering recruiting Tau in the next transfer window after the Bafana Bafana international caught their eye in the CAF Champions League.
"The club has made contact but nothing official yet," says the informant.
"There is also other interest from Israel and China."
Tau's agent Mmatsatsi Sefalafala confirmed an Egyptian club is showing interest in Tau but declined to provide details.
"I have a very good relationship with Mamelodi Sundowns and will prefer not to discuss such issues in the media," says Sefalafala.
"Percy has a contract with Sundowns and is committed to the club."