But the 39-year-old Canadian told BBC Radio Derby: "It's very flattering. I had a great time at Sheffield United.
"I had a good rapport with the fans and know the club but I haven't heard anything. I am just concentrating on playing Accrington on Saturday."
Peschisolido,
who was appointed Brewers boss at the start of last season,
said the fact he has been linked with the role at the South Yorkshire club reflected favourably on the job he has been doing at the Pirelli Stadium.
"We have worked very hard to get were we are but I have been in the game long enough to know that people get linked with jobs where they've have played previously," he added.
"It's not a huge surprise. I see it it means we are doing well and what we are setting out to achieve at Burton is coming to plan and that pleases me."
Peschisolido scored 23 times in 102 games for the Blades between 2001 and 2003.
He finished his playing career at Luton in 2008 and was St Patrick's Athletic assistant manager before joining the Brewers in 2009.
Source: BBC Sport
Source: BBC Sport