Sheffield Wednesday boss Danny Rohl has confirmed he fielded an approach from Southampton.
However, Rohl says he rejected the chance to interview for the Saints job.
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He said: "The most important key point is that I'm here, I decide to stay in this case.
"It's always an honour when you get linked with Premier League clubs. I think everybody knows my history (with Southampton), it was a part of my life but the most important key point is the game on Saturday.
"My decision is clear, I will stay here at Sheffield Wednesday. It's important the club knows my ambitions.
"I think we agreed we want to improve and attack the higher positions in the table. Everybody knows what it needs in January."
Former Torino coach Ivan Juric is now expected to be soon confirmed as Southampton manager.