Neville hung up his boots in February 2011 and is now a Sky Sports pundit and England coach.
"I've not played football since Paul Scholes' testimonial and it was such an embarrassing experience," he told the Manchester Evening News.
"It was painful. And I thought 'I'm not playing again.
"I don't play football. I've no interest in playing football at all. If you said to me tomorrow would you kick about, I wouldn't want it.
"And that's strange for someone who has lived his life kicking footballs hundreds of times a day but I don't want to do that.
"I'd rather be in a suit, either watching the game or having meetings."
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