The wing-back does not want to leave northern Italy, but Juventus are hopeful that the Black Cats will return with a better contract offer and complete the transfer
Juventus defender Paolo De Ceglie has rejected a move to Sunderland.
The wing-back has been linked with the Black Cats for several weeks, with reports in the Italian press on Wednesday suggesting a deal was imminent.
But the 26-year-old's agent has informed Juve that his client feels at home in Turin and will refuse a move to the north east of England.
The Bianconeri have deemed the 26-year-old surplus to requirements ahead of the new season, and remain hopeful that Sunderland will return with a more lucrative offer before the transfer window closes to tempt him into a move to Wearside.
Paolo Di Canio has made 11 signings this summer as he looks to overhaul the squad that finished the 2012-13 season just three points and one place above the relegation zone.
The latest signing is Charalampos Mavrias, a Greek winger who joined from Panathinaikos earlier on Thursday.
Roberto Di Fanti, the director of football at the Stadium of Light who played a part in bringing Di Canio to the club, has helped recruit two players from Serie A - Emanuele Giaccherini from Juventus and Modibo Diakite from Lazio - as well as Italian goalkeeper Vito Mannone from Arsenal.
Juventus have been actively seeking to offload fringe players this summer, with Reto Ziegler having joined Sassuolo on loan while speculation persists over Mauricio Isla's future at the club amidst interest from Inter