The 67-year-old, who had a spell as Chelsea caretaker boss back in 2009, has overseen the Netherlands lose two of their opening Euro 2016 qualifiers.
When asked about the recent claims, Koeman told reporters: "I hope to stay here for my whole contract, but it's football. There's certainly no chance to move now out of Southampton.
"I was interested in that job, because when I left Feyenoord I was nominated to be the national coach but the federation chose for Hiddink in that moment, but not now, I'm the coach and manager of Southampton and they have to wait if they want me as their coach."
Koeman, who was appointed as Saints manager in June, has guided his team to four victories, a draw, and just two defeats in the Premier League since taking over at St Mary's.