The 23-year-old is considered a valuable member of the Newcastle squad and looked set to move up in the pecking order following the sale of Mikel Merino to Real Sociedad.
However, the aforementioned source claims that the former England U21 international requested a move away from the club at the start of the transfer window.
The same report claims that several sides have shown an interest in the player so far, though that Newcastle have given no indication to suggest that they are ready to part with the player.
Hayden made 26 Premier League appearances for the 'Magpies' last season, though his last start came all the way back on January 20.