He is now in talks over a contract extension and the 29-year-old admits he knows little about a possible offer to rejoin the Latics.
"It's nice to hear that Wigan would want me back - it shows I'm well thought of," Bullard told the Wigan Observer.
"But it's the first I've heard of it. Wigan is a great club and have got a great manager.
"But my gaffer hasn't said anything to me about it.
"I got a call from a mate when I was on our tour of Korea saying there was something in the papers about me coming back to Wigan, but I know nothing about it.
"I'm in talks at the moment about a new contract. I've got two years to run on my deal and we just thought it was the right time to try and sit down and get a new one sorted.
"Hopefully it will all be sorted out soon."