The 37-year-old Boro keeper has only six months to run on his contract and would be allowed to leave the Riverside on a free contract when that deal expires.
"The situation is that, with Mark being in the last six months of his contract, clubs are allowed to approach him from abroad and I totally expected that to happen, Southgate has confirmed.
"The situation is that, with Mark being in the last six months of his contract, clubs are allowed to approach him from abroad and I totally expected that to happen, Southgate has confirmed.
"He is a top-quality goalkeeper and an excellent professional and I have got no issue with that at all.
"It is very difficult for us in the situation we are in to have those sorts of conversations, because we have to be focused on the next game and getting the points we need.
"But Mark has to do what's right for him within that period of time as well."