Having guided Wales to a first ever major tournament semi-final by masterminding a stirring 3-1 win over Belgium last Friday, Coleman's star is firmly in the ascendant.
England are seeking a new manager after Roy Hodgson quit following their last 16 humiliation by Iceland. Coleman is not expecting a call from the Football Association and said he has no interest in the job.
"I'm a Welshman through and through. At international football, it was only Wales, it would only ever be Wales. My next job after Wales, whenever that is, will be somewhere, maybe abroad.
Welsh fans have been revelling in the failure of England at the European Championship finals. But Coleman expressed sympathy for Hodgson.
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"I have a lot of time and respect for Roy Hodgson," the 46-year-old told reporters at Wales's media centre in Dinard, northwest France.
"I think he's a very good manager. He's lost his job so England now will search again, but it's something that would never, ever enter my thinking, to be honest."
Amid the soul-searching that follows England's elimination from major tournaments, the Football Association has pledged a "definitive review" of the tournament to identify where Hodgson went wrong. There are no immediate top-notch candidates to take over however.
- Thoughts of Speed -
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"The bigger countries have got to get into the quarter-finals, semi-finals, final. We didn't," he said.
"We don't think: 'We've got a game here. We've got to win it to get to this or that stage three games down the line.'
"For some countries that was the case. It wasn't for us."
He added: "The next game in the (qualifying) campaign was the biggest one and it's been the same in the tournament. The next one is even bigger.
When Coleman walks out at Stade de Lyon on Wednesday, he will become only the fourth British coach of a team in a major tournament semi-final after former England managers Alf Ramsey, Bobby Robson and Terry Venables.
Coleman only took up the role, in January 2012, due to the tragic suicide of his childhood friend Gary Speed, who was Wales's manager at the time of his death. He said that thoughts of Speed had never been far away during his time in France.
"Everyone else will say they know him through football. That was not the case with me. I met him through football, but then we were friends since 10 or 11.
"That is when our paths crossed and we stayed mates. I don't need football to remind me of 'Speeds'. Everyone else can do that.
"But when we beat Belgium, I did not just think of Speeds as he was one of my friends. I have lost two or three friends who have died too young. It is horrible.