The Ghanaian striker says he had little choice but to accept the deal on offer in the Middle East, and says he is looking forward to playing for the United Arab Emirates club
The forward agreed on Saturday to move to the Middle East club on a season-long loan deal, despite manager Steve Bruce claiming the striker had told him he wanted to stay just 48 hours before making the move.
Gyan told skysports.com: "The offer was too good to refuse.
"But I did not have a choice once Sunderland accepted Al-Ain's proposal."
The Ghana international had looked set to stay at the Stadium of Light following the close of the summer transfer window in England, but Bruce implied on Saturday that the striker made the switch for financial reasons.
It has been reported that Al-Ain paid a considerable loan fee with a view to a permanent deal next summer for the 25-year-old.
Gyan continued: "I am now looking forward to playing in the UAE."
With Fraizer Campbell still sidelined, Sunderland's attacking options are now limited, with Nicklas Bendtner, Connor Wickham, Ji Dong-Won and makeshift forward Stephane Sessegnon available to Bruce.