Neville, 36, announced he was leaving Everton at the end of last season but stopped short of officially declaring his retirement from the game after 19 years as a professional.
But the former Manchester United and England utility man - currently working with Stuart Pearce's coaching staff at the European Under-21 Championship - has now announced his playing days are over.
Asked if he has finished playing, Neville told reporters: "Did you not see me training? I was speaking to Robbie Fowler about this the other week. He hasn't officially retired.
"Three weeks ago, everyone in the world seemed to be retiring. I thought: 'I'm not jumping on this bandwagon.' I just wanted it to be a smooth, quiet turnover.
"When I made a statement that I was leaving Everton, everywhere I went I seemed to be getting: 'Oh you've been brilliant.' I didn't like it. I didn't want to be seen as an attention seeker.
"In my heart, I knew that I wouldn't be playing again – at any level. I just wanted to drift away. The biggest thing I will miss is July 4 when Everton are due back for pre-season training. I loved that day. I lived for it, getting back with the lads."
Neville won six Premier League titles, three FA Cups and the Champions League with Manchester United before spending eight years with Everton working under David Moyes.
He has been linked with a return to Old Trafford to work under Moyes once again, as well as being mentioned as a contender for the Brighton job, and has hinted that coaching is his preference.
"If you had asked me two months ago, I thought I'd do a year with BBC or in the media," he added. "It might work for some people but not me.
"I will be going to the World Cup next year with the BBC – I won't be going as a player! I do enjoy the media side but I want to work, I want to coach, I want to get more hours on the grass.
"I have got two paths – one to go into the media, the other to go into coaching and management. I have got offers from both. I will sit down at the end of the tournament [and decide]."