The former Baggies midfielder has been linked with the vacant manager's job at the Hawthorns.
The 39-year-old was coy on the subject, saying only: "Obviously I enjoyed my time as a player at Albion. I had a great affection for the club - and still do.
"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.
"I've been here before in terms of speculation so I'm a wee bit sceptical."