In the end, the England legend signed for Tottenham Hotspur. But it was almost very different...
And the England legend then almost joined West Ham United, he has revealed.
The enigmatic midfielder ended up joining Tottenham instead, enjoying four years at White Hart Lane, but says he came close to joining the Hammers. Newcastle simply didn't let him join the east London side at the time.
He later explained that Tottenham persuaded him to join them instead of other clubs as they had offered to buy his family a house.
Gazza told Paul Merson on Sky: "I knew they were struggling money-wise, and I did not really want to leave, but when Peter [Beardsley] went I was devastated.
"There were rumours coming in that I wanted to leave, so what I did was I got Jimmy Five Bellies to pretend to be my agent and get us to sign for West Ham to get away - but Newcastle would not let us go."
How different would West Ham - and Tottenham - history be had Gazza left the Magpies for Upton Park?
Gascoigne also spoke of negotiating with Manchester United and Liverpool before ending up at Spurs. But the England icon would have surely made a fascinating addition to the long list of memorable names already in the West Ham hall of fame.
West Ham face Newcastle in the Premier League on Monday night, while Tottenham are in action at Sunderland on Sunday afternoon.