The 37-year-old has been suggested as one of the strongest candidates to assume the reins at San Paolo should Walter Mazzarri leave the club at the end of the season.
"It is too soon to talk about this, I have a contract with Catania and Napoli have a great coach," Montella told Rai Sport.
"Right now, this is fantasy football, but it would be nice to take up such a project in the city where I was born and where my family lives."
Montella began his coaching career in February 2011, when he guided Roma until the end of the season following Claudio Ranieri's resignation.
He took over at Catania in the summer and has earned rave reviews for his work at the Angelo Massimino as the club sit eighth in the Serie A table, level on points with Roma and Inter.