The 44-year old Portuguese, whose side demolished their Edinburgh rivals 5-1 in the cup final, admitted he remains uncertain of his future at Tynecastle despite guiding Hearts to their eighth Scottish Cup.
"To be honest with everybody I don't know if I'm going to be here or not,” he told STV.
"I'm not happy with this situation. I'm happy with our supporters, with our players, with all we did together in this season in hard conditions.
"Everybody knows I would like to stay but until this moment I don't have anything."
For the time being, the Jambos' boss plans to head to his homeland to spend time with his family before being informed any further about his situation at Tynecastle.
"In this situation what I have to do is to book a flight and return home and see my daughters," he continued.
"That's what I'm going to do. I'm here, people are here, but nobody has said anything until this moment. In a moment like this that things should be more clear."
Sergio had no qualms about making his feelings known towards owner Vladamir Romanov and his board whom he points his finger at for the current situation at the Edinburgh club.
"They are managing the club, they do what they want," Sergio said. "What they think is normal to do. For me, we are losing too much time.
"Of course, normally I would have everything done in this moment. I have nothing done in this moment for next season."