McInnes, who enjoyed three years at The Hawthorns as a player, is one of a few managers being associated with the Baggies job after Roberto Di Matteo was sacked on Sunday but he is refusing to be drawn into the speculation.
"I'm in a job at St Johnstone and trying to progress things here," he said. "Obviously I enjoyed my time as a player at Albion. I had a great affection for the club - and still do. I had a fantastic time there.
"If I'm doing my job well, then I might be linked with another job but, I must stress, I'm only doing the job in hand. The chairman will be the first to inform me of anything. I've been here before in terms of speculation so I'm a wee bit skeptical."