The Dane is being linked with bigger clubs.
But he says: "When I took the head coach job, I didn't expect to be here five years later. Not because I didn't want to, but it's just impossible to predict where you are. Right now I am very happy. It's a fantastic club.
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"It is difficult to predict. I have ambitions. I want to see what opportunities life gives me. But that option could also be to stay at Brentford for a long time and win a trophy here.
"It is natural that people talk about what the next step is. But for me - instead of dreaming - it's about working hard. Then we'll have to see."