The 36-year-old spent close to two decades in the Loiners' ranks, racking up more than 500 appearances and bowing out in 2015 as their record points scorer.
Sinfield left on a high by helping the Yorkshire outfit to a domestic treble in his final campaign, and the Englishman - appointed rugby director by the Rugby Football League in August - is not ruling out a backroom role at Headingley further down the line.
"At some stage, I'd like to think I'd go back. I've been associated with the club since I was 13 years old," he told BBC Sport.
"The club means a great deal to me and I've probably got to sit on the fence a bit more with the job I have at the RFL, but it's still my club and to try and dispute that or play it down is not something I'd want to do.
"I'd love to be back there at some stage, I'm not sure when that would be. I don't have any concrete plans going forward, we'll see what opportunities arise over the coming years."
Sinfield, who spent a year with rugby union side Yorkshire Carnegie before hanging up his boots, was offered the chance to join Rhinos' coaching staff last season but turned it down.