The former England and Manchester City boss has only been at the Walkers Stadium for just over two months following his appointment at the start of October.
An official from the Iranian Football Association had admitted that the Swede was a contender to replace Afshin Ghotbi, who is due to step down after the Asian Cup in Qatar.
But the respected tactician has moved to commit his future to the Midlands outfit and insists he has not spoken to anyone from the Middle East country.
Eriksson, speaking after his side's 5-1 win over Doncaster, said: "I have heard the rumours. No-one has contacted me.
"I am not interested. I am very happy where I am."