The striker is understood to be leaving Shrewsbury this month and has not been involved in Sam Ricketts' matchday squad since late December, missing five games.
Caldwell confirmed interest from the Keepmoat outfit while another of Town's rivals have made a fresh enquiry for the striker, who is out of contract this summer, over weekend.
The Montgomery Waters Meadow CEO also revealed that Shrewsbury are closing in on a couple of additions to the squad.
"We've had interest from Doncaster and another League One club contacted me on Saturday morning but that's not been taken any further forward as yet," Caldwell told BBC Radio Shropshire.
"At the end of the day Fejiri's disappointed with the lack of game time and if the right opportunity comes up for him that suits all parties then we'll have to look at it.
"There's no point keeping a player that hasn't had enough game time and wants to play elsewhere. That's a conversation we've had for a couple of months now.
"We've got a lot of firepower and Fejiri's the one that's missed out."
Ricketts made Sam Hart his first signing of the month last week after Ryan Giles was recalled by Wolves.
But Caldwell suggested more are on the way. He added: "Yes. There's been quite a lot of work going on in the last week. Sam's very keen to strengthen the squad as we all know.
"It's just about the right ones at the right time. There's a couple of things in the offing which we hope are close to completion."
The Town supremo revealed that, while he and Ricketts have had conversations with former loanee Greg Docherty about returning to Shropshire, the Rangers midfielder is most likely to join League One big-hitters Sunderland.
Caldwell feels ticket sales for next week's huge FA Cup clash against Liverpool are progressing well, with around 200 season ticket holders yet to take up their ticket.
He revealed that filling in the corners at the Meadow, as Town did against Chelsea in 2014, would not be cost effective.
Liverpool tickets go on sale to those with 10 or more loyalty points today from 10am.