The 31-year-old has ten goals to his name this season but he wouldn't come cheap.
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That didn't sit well with Trump - who threatened Bannon with a lawsuit and claimed on Twitter that Bannon had "lost his mind". It's unclear what will happen next to Bannon, who joined Breitbart in 2012.
He chose to stay with Leicester in the end and it seemed like that would mean he'd finish his career at the King Power Stadium.
Zlatan Ibrahimovic was ruled out until mid November, and has since been ruled out for another month through injury, while Marcus Rashford and Anthony Martial have predominantly played on the left hand side.
But latest reports claim that it could take an offer in excess of the £75m that United paid to sign Romelu Lukaku from Everton in the summer, to acquire Vardy's services.
After initial enquiries, United's top brass have chose to move on to other targets due to the huge outlay for the 31-year-old, according to the Leicester Mercury.
Vardy is also happy and settled in the Leicester area and is keen to remain an important part of the club's plans.