The 20-year-old shot to fame by winning two gold medals at this year's London Games and is well on his way to becoming one of his country's most recognisable - and richest - athletes.
"I don't have my own professional agency team. But it's my wish," Sun told the China Daily before a photo shoot for Esquire magazine, which underlined his new celebrity status.
"I hope I can realise it. I've been in discussions with leaders [of Chinese swimming's governing body the Aquatic Sports Administrative Centre].
"But swimming is not as professional as other sports like basketball and tennis," added Sun, who completed a 400 and 1,500 metres men's freestyle double in London.
"We still belong to the nation and can only be managed by the centre. I'd love to push for changes, but it won't be easy."
Sun's stock soared after becoming the first Chinese man to win an Olympic swimming gold medal, transforming him into one of China's hottest sporting commodities.
Arguably only former NBA player Yao Ming, Olympic hurdler Liu Xiang and women's Grand Slam tennis winner Li Na have bigger profiles.
Sun is projected to earn around £12.5 million in endorsement deals next year, with Coca-Cola among the global brands knocking on his door.
Liu has banked a billion yuan (£100m) in endorsements, while being managed in a similar way by the state, according to the China Brand Research Institute.
Sun, who once accused Chinese officials of treating him "like an idiot", insisted he was not interested in comparing bank balances with Liu.
"I don't care how many brands I've endorsed or how much money I've earned," said the Zhejiang native. "I speak through my performances in the pool. Without that, everything goes."
Despite Sun's desire for more freedom, the state-run swimming body claims it remains his best agent and the swimmer should toe the line.
"No agency could provide what the system offers Sun," insisted swimming director Yuan Haoran. "Not only to develop his market value but also to support his training and logistics.
"Nobody could help him to accomplish what he has so far without the support of the system. Our mode is to represent him with his parents, and so far it's been working well."
- Sports & Recreation