However, rather than worry, Sunderland chairman Niall Quinn took time to take positives from the link.
"I'm not overly surprised that Roy has been linked," said Quinn, the club's chairman. "But rather than fret about it, I'd take it as a positive that we must be doing something right as a football club.
"And remember, Roy is still under contract at Sunderland for next season and I'm pretty happy at this stage that he'll be with us for a long time to come."