The Foxes rejected Sunderland’s deadline-day loan offer, which included an obligation to buy for under £8M.
Van Nistelrooy, having already been seeking a winger to cover for injured Abdul Fatawu, had no intention of weakening his squad further.
He stated last week: “One thing for me that was very clear was that nobody was going out until there’s anybody in. I’m sure we can all understand it. I’m looking to bring players in to strengthen the squad, not for players to leave. That was, for me, unthinkable.
“With Hamza (Choudhury) on loan, in his position what we have is enough, so it’s good for him to make minutes. Will Alves is a young lad who needs minutes, needs to play, will be a better player when he comes back in the summer.
“Those are different things. Kasey McAteer is a very important part of our squad on the wings and will have an impact in this season, so it was impossible that he goes.”