With plenty of names having been linked with the vacancy at Elland Road, Cellino remains hopeful of finding the right person soon.
"There are many people in football being mentioned to me and the club, but I can say that we will not be influenced by agents. We have people that we want to speak to about the head coach position but this will not be done through agents," he told United's official website.
"Leeds United is a big club and there are many people who want to be the head coach but we have to make the right decision. We are working hard to make the right choice."
Leeds continue their Championship campaign tonight (Tuesday) when they face Bournemouth at Dean Court.