Campbell, 35, is waiting for the Hoops to confirm their new management team.
But even though West Ham are keen on the out-of-contract Gunners ace, he told the Scottish Sun: "I'm just waiting for Celtic to settle the situation with Neil.
"When we last spoke he was waiting to see if he was getting the job. I'd have to make a trip to Glasgow and have a look around, see what's happening. I will keep my options open.
"I'm not going to rush into anything.