The former center forward, who won the treble with the Premier League giants, wants to be a successful manager.
Yorke played for Sunderland towards the end of his career, before his retirement.
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Speaking to Ladbrokes Fanzone, Yorke said: "I've always kept my eye on Sunderland, simply because I had a successful time there.
Even though I was at the end of my career, getting them promoted and playing a part in things, it was probably one of my greatest achievements, in the sense that my role as a player had changed.
"I was surprised at how big a club it was when I got there, but the fanbase is terrific. It's a great stadium, it's a great set-up and I can only assume things have improved further over the last few years in terms of the facilities."