Grayson has said that the Black Cats were willing to sell the pair after the club's relegation to the Championship, with both players commanding a transfer fee and making up a significant percentage of the wage bill at the Stadium of Light.
However, it appears that no approaches were made, and Grayson has acknowledged that he is pleased to keep the duo in the North-East until at least January.
The 47-year-old is quoted by The Chronicle as saying: "There was a lot of talk about a lot players leaving this football club but ultimately nobody offered any money for either player.
"There were a lot of agents saying they could get the players to do this, that and the other but I think Martin Bain was quite clever in how he dealt with things, saying, 'Go and get the deals in black and white and then we might talk'.
"I said in the lead-up I would be more than happy to keep them two players because they're very good players, hence the transfer fees they've commanded in the past."
Centre-back Kone has made 52 appearances since signing for Sunderland in January 2016, while midfielder Ndong has featured on 40 occasions since costing the Black Cats a fee of £13.6m just over 12 months ago.