The Championship side had a bid rejected by their Belgian counterparts for the 25-year-old last week.
However, the Belgium international has claimed that a proposed switch to The Riverside is "not closed".
"The Middlesbrough avenue is certainly not closed, there are still options. I am not feeling good here and I am confident I can leave," he told Het Laatste Nieuws.
Vossen has recently returned to pre-season training with Genk.