Leonardo Ulloa has told Leicester he will not play for them again, adding he feels "betrayed" by Claudio Ranieri.
The former Brighton forward handed in a transfer request last week and Spanish side Alaves had an offer of £1.7m turned down by the defending Premier League champions.
Live Nissan Super Sunday
Sunderland have also had a bid of £3m rejected while Turkish side Galatasaray are interested, but Leicester have said they will not sell him to a Premier League rival.
Ulloa tweeted: "With all respect for LCFC fans. I feel betrayed by Ranieri and let down by the club. I will not play for them again..."
Sunderland are thought to be willing to pay between £5m and £7m for Ulloa, who has made just two starts and scored one goal from 18 appearances this season.
With all respect for LCFC FANS.— Jose Leonardo Ulloa (@Ciclone1923) January 30, 2017
I feel betrayed by Ranieri and let down by the club. I will not play again for them...
While Leicester are not willing to sell to Sunderland, Galatasaray want the striker on loan initially with a view to a permanent move but the Foxers are not keen on that either.
Claudio Ranieri has said he does not want to lose Ulloa who, speaking exclusively to Sky Sports News HQ reporter Rob Dorsett without Leicester's pemission, said: "I'm a bit sad about the current situation.
"It's been two wonderful years at the club but now, given my situation - not playing and not being part of the team's plans - I feel that the best way forward is I leave and I can be happy somewhere else.
"The manager has been telling me for the last three months and the last two weeks that if an offer of around £4-5m was arriving to the club, he will help me to leave.
"My understanding is that at this moment, there are offers around those figures or even bigger that are not being considered.
"After what Ranieri has been telling me for weeks, today he tells me that he wants me to stay."
Ulloa still has 18 months left on his deal at the King Power Stadium following his move from Brighton in July 2014.
He added: "I can't really understand the situation or why they don't let me continue playing my football somewhere else.
"If I stay at the club, it is going to seriously affect my career and my future. They know I am not going to be used.
"The best thing for both parties is they sell me to another club and I can continue playing my football somewhere else."