He told the Daily Star: "I have done my coaching badges in the summer -along with Ryan Giggs and Ole Gunnar Solskjaer."
Neville is already considering his future as he approaches the twilight of his career.
"It's difficult as regards the future because at the age of 33 or 34 you have to start thinking about what you are going to do once you stop," confessed Neville before adding, "At that age you feel like you are about to fall off a cliff because there's nothing you can do to replicate the last 15 years."
However, the defender emphasised that despite completing his badges, his playing days weren't behind him just yet.
Speaking about the coaching course, he said: "although the two weeks were good fun and hard work, it doesn't replace actually playing."
Neville has spent his entire career at United, making over 300 appearances for the club and admitted he was a one club man. He said: "I'm into the last year of my contract, so I've got to do my best and try to maintain my existence at United because this is the only club I want to play football for."
Speaking about his future he admitted management was something that may interest him but not just yet. He concluded: "You have to try to find something. Hopefully I can keep that at bay for two years."