Toon have been blown away by QPR in the race for Marseille striker Loic Remy this week.
Shearer told The Journal: "It's a tricky one. If you don't pay the best wages or pay the going rate, you don't get the players. Simple as that. If other teams are prepared to pay that, players will go there - you can't blame him for doing that, can you?.
"Playing in front of 18,000 rather than 52,000 might feel strange for him, though. If he does go to QPR I'm pretty sure he'll have a 'get-out' clause if they get relegated. But that's the way the game goes, if you don't pay the going rate you don't get the players."