The Scot, who has struggled with a knee ligament problem over the last few years, managed just one appearance for Sunderland last season before being released by the Black Cats in the summer.
"People can say what they like to say but I'll continue to try and rehabilitate my knee and get myself in the best possible state," Sky Sports News quotes the 30-year-old as saying.
"If that means I can get back to playing football, then I'd be delighted. I've been round people in Europe and back home getting as many opinions as possible to find the one thing that will help."
Gordon has admitted in the past that he may never play again but that he does want to coach in the future. Recently he has been working at Scottish First Division side Dumbarton.
The £9m sum that Sunderland paid for Gordon's service back in 2007 was the highest fee a British club had ever paid for a goalkeeper. That has since been eclipsed by David de Gea's transfer from Atletico Madrid to Manchester United.