Diouf has fallen out of favour at the Stadium of Light is trying to engineer a move away from the North East and has linked himself with both Blackburn and the Latics.
The former Liverpool striker said: "Sam Allardyce wants me to join him and Wigan's manager (Steve Bruce) has called me as well.
"I am not allowed to make two transfers during the same season but can leave if the clubs agree.
"I signed a four-year contract with Sunderland and don't want to leave on bad terms. I hope they will find a solution."
Bruce is likely to have targetted Diouf after Middlesbrough's Egyptian striker Mido spoke ill of a move to the JJB Stadium.
What do you think? Please let us know your opinion on the messageboard - click here.