Burnley have enjoyed a good start to this season under Cotterill

The Owls are looking for a new boss after sacking Paul Sturrock in midweek, and Nigel Worthington told BBC Sport on Saturday he had ruled himself out.

Cotterill was informed of the approach on Saturday morning before his team's game at Plymouth, which they drew 0-0.

Afterwards he said: "It was quite nice for the chairman to be telling me. It's a measure of how we are doing."

But Cotterill insisted he had not given the matter much thought, adding: "I did not know until this morning and spoke to the chairman (Barry Kilby), so really I have not had a lot of time to think about it and digest it.

"Even if it had been an approach from Real Madrid, what I would have done is try to concentrate on the game because that was the next thing in hand."

Cotterill became Burnley boss in the summer of 2004 and has guided the Turf Moor side to mid-table finishes in his first two seasons in charge.

Earlier on Saturday ex-Wednesday defender Nigel Worthington, who was sacked by Norwich on 1 October, told BBC Sport he had been approached by his old club.

After some thought I decided to eliminate my name from the post Nigel Worthington

Worthington and two of his former Hillsborough team-mates Gary Megson and Nigel Pearson were the favourites for the position before Wednesday's interest in Cotterill emerged.

"They spoke to me to see what my interest was and how I felt about it," said Worthington, who played at Hillsborough between 1984 and 1994.

"After some thought I decided to eliminate my name from the post."

Worthington was sacked by Norwich, where he had managed since 2000, on 1 October, and he is not yet ready to end his break from football.

"I'm having a few weeks out," he said. "Sheffield Wednesday is a great club with great support but it has come at the wrong time. I'm going to enjoy my break and go from there.

"I played there for almost 11 years and had some great times. I have a lot of affection for Sheffield Wednesday - it's a great club. I just felt the timing was wrong. I left Norwich three weeks ago and I am enjoying a little break."