Reports have suggested the Black Cats are keen on taking the AC Milan youngster on a season-long loan.
The 20-year-old was the star of last season's World Youth Championship, and that led to Milan signing him.
He is yet to make his debut for the Italian side but he was part of Ghana's World Cup squad - missing in their penalty shoot-out defeat to Uruguay.
Now Adiyiah admits he is tempted by a loan move, but insists he is unaware of Sunderland's interest - which has reportedly come via international team-mate John Mensah, who spent last season on loan at the Stadium of Light.
"I am a Milan player. It is true I want to play more games which is not easy at a very big club for youngsters, but I will push hard" Adiyiah told skysports.com.
"Sunderland? I know our captain [Mensah] played there last season, but he said nothing to me about the club.
"I heard from newspapers there are three or four clubs interested in taking me on loan, let's wait and see."
German side Hoffenheim are also believed to be keen on taking him on a season-long loan.