Rodallega was strongly linked with moves to Fulham and Tottenham this week and both clubs remain keen on the striker.
The Mirror reports that proposals came too late as Wigan boss Roberto Martinez had no time to find a replacement for the striker.
Rodallega will be able to leave as a free agent at the end of the season.
The 25-year-old is reportedly looking for a lucrative £60,000-a-week contract.
