Following disagreements over the club's transfer strategy, the 56-year-old left by mutual consent two days before Palace's Premier League opener against Arsenal.
Malky Mackay was expected to become the club's new manager before allegations of racist text messages emerged involving himself and Iain Moody, who has subsequently resigned as sporting director at Selhurst Park.
The odds on Pulis returning to Palace had shortened but, while the Welshman says that his departure was "amicable", going back to his former club is out of the question.
"Having spent the whole pre-season working with the players, going to Austria, America and Germany, to prepare everything for the new season and not to get started with them is a little a disappointing," Pulis told beIN Sports.
When asked if he would consider a return to Palace, Pulis replied: "Going back where? No, no. No chance."