The England international has been repeatedly linked with a return to the Premier League since joining MLS side Toronto earlier this year, but he is unsure whether a move will materialise.
Defoe told The Guardian: "I remember speaking to Harry months ago and he said: 'Yeah, in the off-season you're going to come train and play for us and score goals.'
"But I was at home seeing other things – like 'Jermain Defoe might be going to Newcastle'. I'm thinking: 'What? That's news to me.'
"It was mad. If a new club wants you they speak to your agent or the club you're at. As a player you're often in the dark."
Toronto recently refused to rule out the possibility of allowing Defoe to leave in January.