England's all-time leading goalscorer, who netted 53 goals in 120 caps for the Three Lions, was priced around 3/1 with most bookmakers to be named as Dyche's successor at Turf Moor.
However, the 36-year-old, who has been linked with roles at former clubs Manchester United and Everton, pledged his loyalty to his current employers following a 2-1 win over champions elect Fulham at Pride Park.
“It is a compliment to me and the staff when you are getting linked with Premier League clubs," he said. "I was surprised Sean Dyche had been sacked. He did a good job.
“I have seen various articles that I have been linked. What is important is keeping this club in the division. Long-term, my future is linked to the takeover being completed."