The 46-year old manager emerged as a target for the Hoops three years back before he moved to Bolton but he insists he does not regret rejecting their advances.
"I've never had regrets about anything in football. When you make those decisions you stand or fall by them," he told Record Sport.
"To say I was flattered is an understatement. Celtic were my team and always will be - but the kids were at a certain age and I was working in the best league in the world. That was a real challenge and I had to weigh everything up.
"In any job you might only get one chance to go somewhere. I considered all of that, made my decision and got on with it."