Lee Johnson’s Sunderland side were great-admirers of the 21 year-old Exeter City defender as they searched for right-back options to strengthen their squad.
The Black Cats reportedly submitted bids for Key, however, The Grecians knocked back all offers for one of their most highly rated players.
Speaking about Sunderland’s interest, Key said: “It is tough as your head is not quite in it as thinking where you could be playing does play a role.”
Sunderland announce young trio sign first deals with club
Sunderland transfer news: Former Black Cats star ‘open’ to SoL return this summer, Millwall ‘pull out’ of race to sign £2m Aberdeen ace
Newcastle United given green light to bid for winger
Arsenal negotiate 'significant sell-on fee' into defender's Sunderland contract
Sunderland AFC transfer rumours: Leeds United defender set for Championship move, Fabio Borini report plus Cats face competition for Jack Rudoni
“But Matty [Taylor] gave me clear advice to focus on performances as that is what takes you places. I struggled the first few games but having the right people around me kept me grounded.
"I think as well I have more to show and chip in with more assists and goals and when playing full back I have to focus on defending as well.”
Key has played 13 times in all competitions for Exeter this season and now appears to have put any transfer speculation to the back of his mind.
Whether Sunderland are planning to reignite their interest again in January is unknown, however, it is worth noting that Key has expressed his happiness at playing at St James’s Park.
“I am loving it with the fans back and it makes it so much better,” he said.
“To see the smiles on their faces and it is so great to have the support.”