The 41-year-old is one of three names being mooted for the Southampton job.
With the costal club’s owners deciding to sack Russell Martin last week, they are now on the lookout for a replacement.
BBC Birmingham & Black Country have stated that West Brom have not received any official approaches from the Saints or another team.
Asked about the matter, Corberan said: "For me, it is disrespectful to this great club and our amazing fans to be talking about something that is not related to West Bromwich Albion.
"I have the feeling that if you say I only focus on the game, and I don't talk about anything else, there can be speculation about this.
"I can only tell you that my full focus is to prepare for the next game. For me, I don't like that any of our fans can feel disrespected by any of these rumours.
"I am clear on this. I will only speak about Bristol City, what we are going to do in the club and the things that we can control.
"I cannot talk about the things that I cannot control. I suffer not for me but for the people that can be affected.
"I have been in football many years, I have read rumours and I have been a part of rumours, even from my time in Leeds and then Huddersfield."