TalkSport reports that the Black Cats are monitoring the form of the Ivory Coast international with a view to making a move for the 22-year-old.
Sio has already scored six goals in 13 league appearances for Sion in the Swiss top-flight.
Sio’s current contract with Sion is set to expire in 2014, but the Swiss side are reportedly ready to sell the striker in January for around £5million.
