Liverpool goalkeeper Danny Ward has resisted a move to Sunderland.
The Sun says the 24-year-old has no interest in making the switch.
Ward played a major role in Huddersfield's shock promotion to the Premier League last season.
He was expected to challenge Simon Mignolet and Loris Karius for the No.1 jersey upon his return to Anfield.
But Liverpool boss Jurgen Klopp has used him in just one EFL Cup fixture.
A new keeper is high on the agenda for Sunderland boss Coleman, whose side has leaked 38 goals in 22 league games.
Summer signings Robbin Ruiter and Jason Steele have failed to impress.