Despite revealing that he was intrigued by the thought of coaching, the former Brazil international ruled out the Parc des Princes role, suggesting he would prefer an England move
The 43-year-old's first position came at AC Milan - where he stepped in for current Les Parisiens trainer Carlo Ancelotti - before crossing the divide to takeover at city rivals Inter.
But he has actively dismissed taking charge of the Ligue 1 leaders, claiming his interests primarily lie abroad.
"It would be impossible to see myself on the PSG bench in place of Ancelotti," revealed Leonardo to RMC Sport. "It happened at Milan, but it is different here. The PSG bench is impossible.
"When I talk about my time in Italy, I talk about a part of my life. I really miss Italy, but want to clarify that I would like to lead in England too one day.
"I am very interested in the PSG project, and love Paris, but I touch a nerve when I talk about the bench. Being a coach was wonderful, and being back on the bench would be intriguing."
Leonardo was appointed as the club's director of football in 2011, and received lavish funding to revolutionise the squad, subsequently bringing in star players such as Zlatan Ibrahimovic, Javier Pastore and Marco Verratti.