The 44-year-old made 110 appearances for the club in the mid-1990s and has been widely tipped to make a return to club management, having been sacked by Fiorentina two years ago.
Delio Rossi was fired by Sampdoria earlier this week with the side in the bottom three, but Mihajlovic – who has managed three other clubs in Serie A before – insists he is fully focused on Serbia.
"There is no agreement with Sampdoria," he said ahead of their friendly with Russia in Dubai on Friday. "I'm in charge of Serbia and while that is the case then I don't want to talk about any clubs.
"My priority is Serbia and that comes before anything else. We have a tough test against Russia tomorrow and that is all I'm thinking about.
"Then, at the start of next week, I'll speak with the Federation officials and we'll see what could happen next."
The former Serbia international was appointed head coach in April 2012 and has overseen 18 games, winning seven, including the last three in a row.
