The winger was snapped up by the Magpies from Marseille last summer for a substantial £15m, but struggled to find his feet in the Premier League and was criticised for his lacklustre performances.
Newcastle soon concluded their chances of avoiding relegation from the Premier League would not be helped by keeping hold of Thauvin and he was offloaded on loan back to Marseille in the winter transfer window.
The Magpies could still go down though and if they do, Thauvin is not keen to return to St. James' Park, according to French outlet Maxifoot.
Indeed, the French winger will look for other options as playing in the cut and thrust of the Championship does not appeal to him.
Newcastle are facing a battle to survive in the Premier League and need to hope Sunderland cannot beat Everton tomorrow night, as victory for the Black Cats would send Rafael Benitez's men down.
Aston Villa have already been relegated from the top flight, while Norwich City look likely to join the former European Cup winners in the Championship.