The Argentine hinted prior to his side's dramatic semi-final comeback against Ajax that he could leave the club at the season's end and dodged questions about the issue following the 2-2 draw with Everton on Sunday.
However, Lloris says the squad are solely focused on creating history for the club against Liverpool in Madrid on June 1.
The France international stated: "We are going to be focused only on the final. We all have a lot of respect for the manager."
"He's done so much for us and helped us to improve. If Tottenham is at this level, it's thanks to him.
"It's massive to play a Champions League final and we'll do everything to win. The priority now is to rest. The only focus next week is to recover and be ready in Madrid.
"You could see how tired the team was in the second half [against Everton]. We finished on our knees."
Lloris went on to say that he understands Pochettino's position, adding: "I've been with him for five years and we've lived through different situations and tried to deal with them.
"He's very ambitious and wants to know where we're going and where he's going. That type of discussion is only between him and the board."
Tottenham's draw against the Toffees ensured a fourth-place Premier League finish on the final day of the season, leaving arch-rivals Arsenal languishing in fifth.
In the past, it has been an important goal for the Lilywhites to finish above the Gunners in the standings, but after three consecutive years in a higher position, Lloris insists perspective is needed.
“We don’t look at that type of thing,” the Frenchman said. “It can satisfy some people but not us. It’s like in life; you don’t have to look at your neighbour and compare.
"You need to be focused on yourself to develop and improve.”