Aliadiere enjoyed an impressive season in Ligue 1 last term, contributing 15 goals and nine assists, but he is keen to go elsewhere this summer and has been linked with a return to the Premier League.
Gourcuff is disappointed that the 30-year-old wants to leave, but recognises that if he was forced to stay it would be difficult for him to produce his best form.
However, Aliadiere remains under contract for another two years and there have so far been no bids for the ex-Middlesbrough player.
Gourcuff told L'Equipe: "Jeremie is not happy and I am annoyed with that.
"But there is no problem, it is just that Jeremie is discontent. I won't veto anything.
"When a player is not at ease in a club there is little chance he would give his best.
"But there has been no proposition, so it is a bit complex."
Lorient would not want to lose a player cheaply who performed so well last season, and reports in France suggest they may demand €8million (£6.9m).