Rotherham are unlikely to make any more signings before the end of the month, according to manager Steve Evans.
Derby captain Richard Keogh has agreed a new three-year contract with the Sky Bet Championship outfit.
Motherwell last week opened negotiations with the Scotland squad goalkeeper and St Mirren boss Danny Lennon admitted he looked likely to move on.
But the 29-year-old's destination is unclear with Shiels setting his sights on a deal to bring in the former Ayr player, who began his career at Rugby Park but only made one first-team appearance.
Shiels told BBC Radio Scotland: "The agent has spoken to my chairman as far as I know.
"Craig Samson is a player we would really like to get here because he's a Kilmarnock boy, but besides that he's a really good goalkeeper."
Shiels has already secured Inverness keeper Antonio Reguero on a pre-contract agreement but has not finished his search for experienced shot-stoppers.
Kilmarnock are set to lose first-choice goalkeeper Cammy Bell, who is expected to join Rangers. His previous number two, Kyle Lethern, left the club last month while Anssi Jaakkola's contract expires in the summer.
Shiels added: "We need another goalkeeper, we need two vying for the one position. We have one at the moment and we've got a kid coming in from Ireland.
"Of course I'm interested (in Samson) and I'm also interested in other goalkeepers whose contracts are up."