The Black Cats were stunned when it was announced the Ghana ace had flown to the United Arab Emirates to sign for Al Ain.
Bruce has brought the likes of Nicklas Bendtner in on loan from Arsenal to provide the goals however he looks to have closed the door on the return of £13million man Gyan.
"You can't leave this club and want to leave and want to go the United Arab Emirates and we're going to welcome you back with open arms, I can't see it but you never know."
"I had a conversation with him 48 hours ago and he assured me, he shook my hand, that he wanted to be a Sunderland player, wanted to see the season, wanted to go the African Nations again in good form, wanted to work on his fitness levels then all of a sudden within a few hours it seems things have changed," Bruce told Sky Sports following their 2-1 defeat against Chelsea.
"Other people can make their own conclusions. You leave the biggest and best league in the world to go play in the United Arab Emirates.
"I'm sorry but sometimes football, sometimes it's baffling to say the least. Very disappointed in the timing of it, the whole thing has left a bad taste if I'm being honest."
Asked if the 25-year-old striker had a future at the Stadium of Light, he answered: "No I don't, I don't believe that, I don't believe he's got a future here, I don't think he can.
"You can't leave this club and want to leave and want to go the United Arab Emirates and we're going to welcome you back with open arms, I can't see it but you never know."