The former Wolverhampton Wanderers boss was previously tipped to be Sir Gareth Southgate's successor with the national side, and mentioned as a potential Manchester United head coach, and while he found the rumours flattering, he doesn't think there was any substance in the stories.
He told Telegraph Sport: “I can’t control that.
"I’ve done some media work and when you are sat there you have to give an opinion. So, these people who are saying these lovely things about me or not so nice things about me, they’re fulfilling a role.
"I understand that I was probably loosely linked to Manchester United and England. I don’t think there was ever anything really in it.
“Wolves were going very, very well at the time. The place was rocking. We were beating big sides, having lost a lot of big players. So, there was reason for the positive noise… then you go from being linked to big clubs and big jobs to having a tough few months at Wolves and then those same outlets are saying you’re useless.
“It can change very quickly and the truth is always in the middle. In the end at Wolves we weren’t able to arrest the slide."
Although Gary is currently out of work, he has been keeping up with all Premier League games but insisted he isn't holding out for a top flight job.
He said: “The level doesn’t bother me. I know some fantastic coaches that have worked unbelievably hard for 20 years and loving their life and the work that they’re doing in League One and League Two.
“It will just need to be something that I feel is aligned to what I want to do. One of them will come up and will feel perfect. I’ve been keen not to rush it. There have been some really good opportunities, some fantastic clubs that I’ve spoken to over the last nine months.
“When the next one comes around they’re going to get the better version of me because there’s been an awful lot of work. I don’t think the perception of me would be overly bad because I’ve done two Premier League jobs."