Bilic was installed as one of the favourites for the post when Gianfranco Zola was sacked earlier this month, but his name has faded in recent days following the resignation of Avram Grant at Portsmouth.
When asked about the matter the 41-year-old waved away the question and stood up to leave the room at the Gradski Stadium.
That came after he had spoken of his regard for his opposite number on Sunday, the Wales manager John Toshack, and respect for his team.
"As a player and a manager he has had a great career.
"He is Welsh and I know that he is enjoying this job and I have a big respect for him."