The Danish manager, who has been hugely impressive in the Premier League in the past three years, is on United's shortlist.
The Red Devils are currently assessing whether to retain Erik ten Hag or find a new head coach for next term.
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Frank told Sky Sports: "Of course, I never know what's going to happen in the future Maybe I'm staying here for the rest of my time in football.
"Am I going to one other club at one time? Maybe. That's probably also a good opportunity, but you never know.
What I know is that I'm very happy here and I think ambition is: how can I make the perfect club? How can we still try to win something? I don't think that's impossible.
"I think the odds are probably against us to win the title but we can win other things. How can you beat the odds and make results where maybe once a year we qualify for Europe? You never know."