A force to reckon with in the English Premier League, the frontman surprisingly opted for a loan move to the Boss in 2011, before making the transfer permanent the following year.
Reports say the former Udinese man made £140000 per week in the United Arab Emirates.
“I enjoyed my time at Sunderland," Gyan told Citi FM.
"The fans were amazing and I had a great one year there.
"I should’ve continued but that is football; Al-Ain came calling.
“As a footballer, you will receive offers and Al-Ain made a very good offer at that time.
"But leaving the best league in the world to UAE was very difficult, but after I signed, I wept.”
Having joined Sunderland from French club Rennes in 2010, Gyan netted 10 goals in 31 matches in his first season.
He played three Premier League games the following campaign before joining Al Ain on the initial loan deal.
The Ghanaian went on to play for Chinese club Shanghai SIPG after leaving Al-Ain in 2015 before returning to the United Arab Emirates to join current outfit Al Ahli Dubai.