Vydra came to the attention of several Premier League clubs on loan at Watford last season, scoring 22 goals and being voted the Championship Player of the Year.
And Paolo Di Canio appears to have identified the promising 21-year-old as a top target as he looks to bolster the Black Cats' attacking options.
|14/1||Sunderland are 14/1 with BetVictor to finish bottom
"Of course it is very interesting. I know Di Canio from when he was a player because I was the agent of Tomas Repka, who also played for West Ham.
"I also had a Czech Republic international, Lukas Magera, who went to Swindon.
"I think he builds a new team and he wants to get players who want to work hard and who are quick. He plays interesting football and he wants a squad that is capable of challenging for him next season.
"So it is an interesting club - but then Sunderland is always an interesting club in England.
"To work with Paolo Di Canio would be a good thing. I think he will probably end up coaching with one of the very top teams in England.
"The final decision is with Udinese Calcio and the owner Giampaolo Pozzo and there are a lot of clubs interested in this player.
"Matej is a quality player and a top player for them, so they will be looking for the best deal available. He can play in a top level and I think that is what he will be doing next season."