He was replaced by Leonardo on Christmas Eve after terminating his Nerazzurri contract by mutual consent, but had been linked with another Italian Job at Roma.
"He'd certainly prefer England," agent Manuel Garcia Quilon told Calciomercato.it.
"I have never received a call from the Giallorossi, but as I already said, he would like to manage a British club again.
"Have Chelsea called us? No, there is no news there."