It was being claimed that the former Roma, Samp, Lazio and Inter man was set to take over from the axed Delio Rossi.
“There is no agreement with Sampdoria,” the 44-year-old noted. “I’m in charge of Serbia and while that is the case then I don’t want to talk about any clubs.
“My priority is Serbia and that comes before anything else. We have a tough test against Russia tomorrow and that is all I’m thinking about.
“Then, at the start of next week, I’ll speak with the Federation officials and we’ll see what could happen next.”
Mihajlovic has admitted in the past that he’d like to work in Italy again after spells at Bologna, Catania and Fiorentina.
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