Marcelino admits he held talks with Inter Millan earlier this season.
The Spaniard interviewed for the job after the sacking of Frank de Boer, before Inter eventually went with Stefano Pioli.
"We were dealing with them, I was very close," said Marcelino.
"But they have decided to take an Italian coach."
Marcelino remains a free agent after leaving Villarreal in August this season.