The 47-year-old German is one of the names on the list of potential candidates to replace Chris Wilder at Bramall Lane.
Ahead of this weekend's 1-1 draw at home to Cercle Brugge, local news outlet Het Nieuwsblad asked him about United's interest and he says success goes hand in hand with attention from other clubs.
“If you do it right, there is always interest," he said.
“Still, I only focus on the match against Cercle (Brugge).
"It makes no sense to draw up a master or future plan as a coach. You can live much better today and now."
When pressed further on the link to Bramall Lane, and in particular whether his family would join him in England, Blessin said: “(My family) support me in everything. I live my dream and they dream with me."