Roberto Martinez gave a cryptic response live on TV when asked about links to the Arsenal job.
The Gunners parted company with Unai Emery just before Christmas, with results and performances under the Spaniard not up to the standard expected at the north London club.
Coach Freddie Ljungberg was placed in temporary charge at the Emirates while chiefs conducted a thorough search for Emery's successor.
Ex-Swansea City boss Martinez was reportedly on the shortlist at the time, and seemingly confirmed that interest on French television over the weekend.
Asked if he was contacted by the Premier League outfit, he responded: "I pass!" with a grin on his face.
The former Everton manager had been linked with Arsenal when Arsene Wenger left the club in the summer of 2018. Emery succeeded the legendary coach, but struggled to get his ideas across amid static and uninspiring football. He was replaced himself by Mikel Arteta, who has made an impact on the team already.
Belgian Football Association president Mehdi Bayat told Het Laatste Nieuws recently that "Arsenal has knocked on the door" for their boss, but it had not gone any further than that.
Martinez went on to say that he hopes to lead Belgium to European Championship glory this summer.
"We set the bar high in 2018 and we must continue like this," Martinez added. "Is the goal to win it? We will in any case try to do it."
Martinez managed Swansea City from 2007 to 2009, establishing a style of play that was easy on the eye. He left South Wales for Wigan where he managed for four years, before moving to Goodison Park.
