Ex-Stoke and Wigan keeper claims Peterborough turned down approach from Portsmouth - without telling him
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The Hungarian was transfer listed by the Posh earlier this summer following their promotion to the Championship.
He made four appearances at London Road last season, all in the Papa John’s Trophy.
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Hide AdChristy Pym is again expected to be first choice for Darren Ferguson’s side, while they have brought in David Cornell from Ipswich to provide competition.
With Danny Cowley keen to sign a third stopper to Fratton Park to offer cover for Alex Bass and Gavin Bazunu, Gyollai revealed he was identified.
However, Peterborough rebuffed the Blues' enquiry.
Speaking to the Peterborough Telegraph, Gyollai said: ‘Basically the club have turned Pompey down before even telling me.
‘They’ve also turned down an approach from Slovenia down.
‘At the end of last season they told me they would let me go and play this coming season and so far the are not doing what they said they would do.’
Pompey are currently running the rule over ex-Barnsley keeper Corey Addai, who has been on trial for the past few weeks.
Addai has featured in friendlies against the Hawks and Bristol City.