McClean, 26, has confirmed that he plans to leave Wigan this summer following the club’s relegation to League One, and both Leeds United and Newcastle United have since been touted as potential destinations, per the newspaper's report and the likes of the Derry Journal.
However, a stateside switch has also emerged as a possible option for the Republic of Ireland international, with the Red Bulls said to be ahead of Eastern Conference rivals Orlando City SC in the race for his signature.
The former Sunderland wide man is even believed to have visited New York since the end of the Championship season for talks with the MLS club but has so far chosen to remain tight-lipped on his future.
Speaking to the Irish Independent ahead of Ireland’s friendly against England in Dublin, McClean said: "I can keep [my future] a secret no bother. What happens on that front happens. We've three games that I want to win so the sole focus of my attention is helping that happen.
"There's no hangover for me, not at all. What's happened, happened. The longer you focus on that the more it adds to your problems.
"Look, it's done, I'm fully focused on that and I'm really looking forward to the game.
"As to where I might be going, that's something I don't want to answer at the minute. What will be, will be. I've got games coming up and that's my sole intention, not what happens after that."
McClean, who joined Wigan from Sunderland in August 2013, made 37 appearances for the Latics this past season, recording six goals and seven assists, as the club finished their Championship campaign in 23rd-place to drop down to the third tier for the first time since 2003.
The 25-times capped wide man still has another 12 months left on his contract but is reported to be available for a fee close to the £1.2 million that first took him from the North East to the DW Stadium.
The Red Bulls, meanwhile, have been searching for left wing help ever since the offseason retirement of talisman Thierry Henry, with former Leeds forward Mike Grella currently deputising at the position, and McClean’s addition would give their hopes of a first MLS Cup title a huge boost.
However, the recent appointment of ex-Wigan boss Uwe Rosler as Leeds head coach has also increased speculation of a potential reunion at Elland Road, with the Irishman known to be taking into account his international future when it comes to his next move.
That should not be a problem in regards to a possible MLS transfer, though, with both LA Galaxy captain Robbie Keane and new Colorado Rapids striker Kevin Doyle both still in manager Martin O’Neill’s plans.