The 46-year-old has reportedly been one of the Merseyside club's top candidates to take over from Ronald Koeman, who was sacked last month.
However, the former defender insists his focus is entirely on Burnley and not the prospect of a move to Goodison Park.
"It's amazing you're still asking," he said, speaking ahead of his side's Premier League clash with Swansea City. "As I've said plenty of times I am just getting on with my job here."
When pressed on the rumours, he replied: "Are you still seriously going down this road? I'm at the stage I've always been at. I've had plenty of speculation, in a good way mostly, and that's part and parcel of everything we've achieved here.
"You get interest, whether it's me or my players. But I'm still here, simple as that."