The 51-year-old has spent much of his managerial career working in Saudi Arabia and the United Arab Emirates before taking the Vatreni reins towards the end of World Cup qualifying last October.
Dalic subsequently steered Croatia to a playoff victory over Greece to reach Russia and has now risen to worldwide prominence by guiding the nation of just over four million to the World Cup final.
When asked by the Daily Mail about a prospective move to the English top flight, Dalic replied: "I can't really think about that now.
"It may give the wrong message to some Croatian people when we are about to try to become the best team in the world. But maybe. Now we have to try to do something big."
Croatia's run to the World Cup final included a comprehensive 3-0 hammering of two-time champions Argentina.