Neville was reported by the Mail as a prime target to replace USWNT manager Jill Ellis.
But Neville played down reports as he prepared to take charge of Great Britain at next summer's Tokyo Olympics.
"There has been no approach," he told the BBC. "My focus is on winning us a gold medal in the Olympics and beyond that. It's flattering because it means you are doing a good job, but my focus is England.
"I love this job, and we've got a big job to do. We can see over the last two games that the work is still in progress and we've still got a long way to go."
After a disappointing 3-3 draw with Belgium in Leuven, Neville's side responded with an excellent 10th-minute strike from Georgia Stanway, scoring from 25 yards out with the help of the bar.
Frida Maanum equalised in the 53rd minute, beating Rachel Daly to the ball at a corner and heading home.
And Barcelona's Caroline Graham Hansen profited from England's sloppiness as she scored the winner with a minute of normal time to go, capitalising on a poor Millie Bright pass, racing into the box and evading Steph Houghton's diving challenge before smashing past Ellie Roebuck.
Neville said: "It's frustrating. Both games have been frustrating.
"I would never criticise anyone for trying to do the right thing. Millie tried to do the right thing at the end, the execution wasn't there, so we got punished - that is what good players do. Hansen is a good player.
"But for me, we have got to keep working on the basics of passing the ball. Our defending today in the first half especially was much better, but the fundamental basics of football are passing to each other. I still thought we were sloppy. This pre-season they are still trying to find their rhythm, but I still expect more from us.
"It is a concern because we work hard at it, we do a lot of defending and attacking set-plays, and basically it is a ball coming into the box that you have to throw your head at, you've got to want to head the ball.
"It's disappointing that they conceded in a game that I felt always comfortable and we have ended up losing."
England are now four games without a win since beating Norway 3-0 in the World Cup quarter-final last June, with a friendly against Brazil at Middlesbrough's Riverside Stadium next up on October 5.
Neville said: "We've got another game after that that we'll announce shortly, and I've said to them we have to win both games. We have to start winning games again and playing better."
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