is likely to be without Republic of Ireland winger James McClean, who damaged an ankle in his country's 2-0 friendly victory over Poland on Wednesday night.
Club-mate Keiren Westwood did not play in that game after losing his place to Millwall's David Forde with manager Giovanni Trapattoni citing Westwood's lack of club football as the reason for his exclusion, which is likely to continue for next month's World Cup qualifiers against Sweden and Austria.
Trapattoni revealed he had told Westwood he may have to leave Sunderland to regain his place, and assistant Marco Tardelli suggested he had tried to do so during last month's transfer window.
However, O'Neill said: "No, he didn't ask to leave. He was asking was there a possibility - certainly his agent was asking about the possibility of going on loan.
"In principle, I don't have a really serious problem about players going out on loan, particularly if they go and play.
"For an outfield player, it might be easier to move things around, but for a goalkeeper.
"The teams who asked for him wanted him not just for the month, but they wanted him for a sizeable time, and of course we have only got one other goalkeeper.
"While it's unfortunate for Keiren at the moment, I think you would admit Simon Mignolet is playing brilliantly for us.
"It was news to me that he wanted to leave on a permanent basis. When the season ends, we can always have a look at things.
"But I also understand Keiren's position. He's a talented goalkeeper and really wants to play in someone's first team."