The United icon responded surprisingly when asked the question.
Indeed, when asked if he could ever take up the hot seat at Old Trafford, Neville replied by saying he doesn't see it happening 'at all.'
The former United right-back says he knows what he wants to do with his life - and coaching Manchester United doesn't fall into his plans.
Neville told Sky Sports: "No, I don't see myself managing Manchester United at all. I know what I want to do in my life and that's not something that's in my mind. From my point of view, this is important for me and a valuable experience. I'm aware I need to succeed."
It's an interesting response - and a seemingly adamant one. Is Neville saying that now to calm expectations, only to take the job if he was offered it some way down the line?
Manchester United fans seem very keen on Ryan Giggs at the moment, with some suggesting he should take over from Louis van Gaal this season in order to make way for Pep Guardiola next term.
But it will be interesting to follow Neville's career path if he does well in management yet doesn't end up at Old Trafford.
First, he has to succeed at Valencia, of course. For, if he doesn't, it may be best to return to the world of punditry - where he clearly excels.