Gold was quoted by the BBC saying that Payet was not for sale, but he later went on to admit that the 29-year-old did have a price-tag on him.
Gold suggested that a bid of around £50 million may be enough to persuade West Ham to sell Payet.
And Sutton said: “I didn’t understand some of the stuff David Gold said. He said he wasn’t for sale, and then mentioned £50 million. Then he said he was hoping it would be enough to keep him. It was all slightly odd. So basically, he was saying he could be on his way for £50 million.
“He’s a great player. A special talent and West Ham fans must be praying he’s going to stay.”
Payet has developed a reputation as one of the finest players in the Premier League, despite only playing in English football for one season.
The attacking midfielder scored nine goals and made 12 assists in the Premier League for West Ham last term.
Payet also shone at Euro 2016, as he helped France make it into the final of the international tournament.
Payet’s performances have reportedly caught the eye of some of the top teams across Europe, with Real Madrid strongly linked.
However, West Ham are believed to be determined to keep hold of Payet as they look to build on the seventh place finish that they achieved last term.