The Ghanian forward is currently on a season-long loan in the United Arab Emirates with Al-Ain, a move which surprised many after an encouraging start to life in the Premier League under Steve Bruce.
O'Neill has previously said that he would like to see Gyan return to Wearside but now admits that the 26-year-old may not want to play for the Black Cats again.
O'Neill said: "There was some talk between all parties in January that didn't come to anything. I wasn't party to those conversations, although I was kept informed of them, of course.
"There has to be a willingness on behalf of all parties as well; you wouldn't really want somebody who is really unwilling to come back to the football club, if that's the case.
"It's unfair of me to say that because it might not be the case, but it seems to be the message that's coming across."
Gyan scored ten goals in his opening season in the Premier League after a £13m move from French side Rennes.