"I'm keeping my options open at this stage, but Sunderland are a club I like and Mick McCarthy is a manager I very much admire," Caldwell told The Journal.
"If the chance arises in the summer for me to join them, I would definitely consider it. It would mean I could stay in the North East, which is an area I've come to regard as home over the last few years.
"At the moment, though, I'm concentrating on my move to Leeds and doing all I can to help keep them in the Premiership."