The 54-year old tactician has been heavily linked with the vacant Hammers position but he insists that nothing official has been heard by either he or the Welsh Championship club.
"I have not had any contact with them over the job," Jones told the East London Advertiser.
"I'm not prepared to say anything about the vacancy. I'm still employed by Cardiff City Football Club and only thinking of them.
"I will be sitting down with the board at Cardiff and discussing my future with them soon."