Gyan finalised a move to the United Arab Emirates on Saturday as he signed for Al-Ain, who agreed a season-long loan deal with Sunderland.
The news came out of the blue as, just 24 hours earlier, Sunderland boss Steve Bruce insisted he was staying put.
But Gyan penned a loan deal after Sunderland accepted Al-Ain's offer and Bruce has since spoken about his frustration with the Ghanaian and admitted he thinks it is unlikely that he will ever play for the Black Cats again.
However, Gyan feels that he had little choice but to move, telling skysports.com: "The offer was too good to refuse.
"But I did not have a choice once Sunderland accepted Al-Ain's proposal.
"I am now looking forward to playing in the UAE."
Al-Ain are understood to have agreed to pay Sunderland a substantial loan fee with a view to a permanent deal next summer.