Caretaker boss Neil Lennon, Norwich's Paul Lambert and former Manchester City manager Mark Hughes have also been linked as contenders.
"I haven't heard anything and I'm just concentrating on here as I always do," Jones told BBC Sport Wales.
"It's nice that you get linked with other things.
"It's an appreciation of what you're doing but I haven't done anything at this moment in time here, so I'm trying to get it done now - trying to get to a position where this club's never been."
Jones is the Championship's longest-serving manager having been in the job almost five years.
The former Wolverhampton Wanderers and Southampton boss has gradually moulded a Cardiff team capable of fighting for a place in the Premier League.
His achievements at Cardiff have been in a backdrop of financial uncertainty and the need to sell top players including Aaron Ramsey, Roger Johnson, Cameron Jerome and Chris Gunter so the Welsh club can survive.
Sixth-placed Cardiff are still pushing to make this season's Championship play-offs as the 55-year-old bids to return to the Premier League, after guiding Wolves there in 2003.
But the Bluebirds' existence is in jeopardy as the debt-ridden club have been given until 5 May by the High Court to pay an outstanding £1.9m tax bill or face being wound-up.
So Jones may be tempted by another offer and former Scotland international Frank McAvennie, who helped Celtic win the Scottish Premier League and Scottish Cup double in 1988, believes Scottish giants Celtic could do worse than consider Jones.
"Dave Jones is experienced," he told BBC Radio 5 Live.
"Celtic need someone with experience and knows how to handle the Press and the players."
But Jones knows of the pressure that comes with a job like Celtic.
"Tony's not been there 12 months and now he's gone," added Jones.
"It shows you the pressure that's mounting because everyone wants success.
"It's nice of Frank to say that, so thank you very much.
"But I'm focused on my job here."
Celtic have endured a miserable season by their standards under the leadership of Mowbray.
It started with elimination from the Champions League, albeit against a slick Arsenal side, who have progressed with ease to the last eight of the tournament.
Then they failed to make it past the group stage of the Europa League, winning one of their six games.
The domestic season started brightly and Celtic were four points ahead of Rangers but now trail by 10 points with their rivals also having two games in hand.
Source: BBC Sport
Source: BBC Sport