Monchi has refused to comment on his future amid speculation linking him with Arsenal.
The former goalkeeper has been touted to become sporting director at the Emirates after leaving Roma this week.
However, the Spaniard has played down the rumours.
He told Pagine Romaniste: "I haven't decided my future yet.
"I don't think it's time to look into these things. It's time to remember good things.
"I don't want to talk about it, I always want to stay with positive thinking, that is, to have had the chance to have worked in Rome and at Roma."