The experienced coach is currently unattached having surprisingly resigned as head coach of English Championship club Ipswich Town FC following a 1-0 win over Barnsley last month.
McCarthy was recently linked with the Chiefs coaching job.
Amakhosi are currently hunting for a new head coach having parted ways with Steve Komphela, who resigned immediately after the Soweto giants' surprise 2-0 defeat to Free State Stars in the Nedbank Cup semi-final clash in Durban last month.
Chiefs appointed Malawian football legend Patrick Mabedi as their caretaker coach and they have also been linked with Serbian tactician Nikola Kavazovic, who is currently in charge of Botswana giants Township Rollers, while former Chelsea manager Avram Grant is believed to be on their radar.
McCarthy has now disclosed that he has been contacted by clubs in Australia, Israel and South Africa, although he didn't disclose the names.
"From Australia, I had a call, from South Africa, Israel, all nice and local for me (laughs)," McCarthy told BBC Radio 5Live.
However, the 59-year-old made it clear that he would prefer to stay in the United Kingdom with a view of coaching in the English Premier League again.
“They all kind of appeal to me to get back into work, but no, it's a bit far," the retired defender continued.
"I would love to get back in the Premier League at some stage," he concluded.
The well-travelled tactician, who won the 1987/88 Sccotish Premiership title with Celtic FC as a player, coached Wolverhampton and Sunderland in the Premier League, before joining Ipswich in November 2012.
McCarthy has been linked with a return to Sunderland, who will campaign in the English League One after being relegated from the Championship this season.