Zola was one of many names suggested with the hotseat, but he insists that nobody got in touch about the vacant role.
"After Gasperini's dismissal, I was a potential candidate for the Nerazzurri job," he stated. "However, I wasn't contacted.
"I continue to Coach, but no teams have come forward for my services.
"My family still live in London so I therefore would like to return to work in English football.
"What would I do if a Russian club wanted me? I'd think about it."