Hodgson has been linked with the job ever since Rafael Benitez left Anfield but has declared his contentment with his current job at Craven Cottage.
Hodgson, who is working as a pundit for the BBC at the World Cup in South Africa, said: "I'm Fulham manager. I'm perfectly happy at Fulham."
Hodgson, who took Fulham to the Europa League final where they lost to Atletico Madrid, added: "To be honest there's a lot of speculation but I can't enlighten you."