Da Silva has fallen down the pecking order at the Stadium of Light since joining the club last summer.
Da Silva’s agent, Oscar Sosa, said: “The last thing that has been said when I spoke with people linked to Sunderland is that they are having negotiations with an important team in Spain.
“I really don’t know the name of the team they are having conversations with. The people at Sunderland have only said to me that it’s an important team, one of the big ones.”
He added: “There is also a chance for Paulo from Mexico as Cruz Azul are interested in him.
“Paulo is currently getting paid $3.2million (£2m). What has been offered from Cruz Azul is not bad but, to tell the truth, Europe is the place that pays better.”