It had been suggested that the 64-year-old could be installed as the leader at Selhurst Park, with speculation surrounding current boss Ian Holloway.
"You always get speculation about every Tom, Dick and Harry," Warnock told talkSPORT. "I don't know where it's come from. I don't want to get back into it at the moment.
"I've really enjoyed these last few months [of retirement]. I don't think I can cope with the hassle again. The phone is constantly going and you can't go on like that forever."
Warnock, who left Leeds United before the close of last season, spent three years at Selhurst Park before becoming the QPR boss in 2010.