O'Neill led Northern Ireland to their first-ever European Championship in the summer and saw his side put four past Azerbaijan in their World Cup qualifier on Friday.
Asked if Northern Irish supporters should be anxious about his links with the Scottish post, O'Neill replied: "No, I don't think so".
"First of all, there's someone in that job who I have a huge amount of respect for, who is a manager I played under [at Coventry]", he told reporters.
Friday's victory saw Northern Ireland leapfrog their opponents into second place in Group C, while Croatia now top Group I having won three and drawn one of their fixtures so far. "I'd rather not comment on that situation".
He took Northern Ireland to the Euro 2016 finals and has the side now sitting second in their Russian Federation 2018 World Cup qualifying group.
That O'Neill would even be in the frame should any possible vacancy arise is a testament to the transformation he has presided over in Belfast.
The forthcoming meeting of Northern Ireland and Croatia will be the first in the history of confrontations teams.
O'Neill may not be the only member of the Northern Irish staff to have admirers in Scotland.
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Chuck Schumer, D-N.Y., the incoming leader for Democrats in the Senate, told labor leaders that the deal would not be approved. The TPP also had security aims.
British much play in the qualifying group for the World Cup-18.
"When you've played a lot of worldwide football you want it to last as long as possible, because they have played through some dark days as well".
It was scrappy and unlike the side we're used to seeing under the 47-year-old, as Croatia won with goals from Mario Mandzukic, Duje Cop and a second-half screamer from Andrej Kramaric.
Goalkeeper Roy Carroll, 39, has been drafted in as cover for Alan Mannus due to injuries to Michael McGovern and Trevor Carson.
O'Neill's assistant coach Austin MacPhee has also been linked with a move away - to the vacant Performance Director's role at the Scottish FA.
"When you've played a lot of global football you want it to last as long as possible, because they have played through some dark days as well".
Alan Mannus could only push Cop's shot from the left-hand side of the box straight to Mandzukic who eventually scrambled the ball over the line for his 29th global goal, moving him up to joint-second with Eduardo in the country's all-time scoring list.
"If you get them (memories) at the end of your career you remember it a lot more fondly".