The 38-year-old, who during his playing career featured 87 times for the Blades between 1992 and 1997, held talks over the telephone with the Bramall Lane side before Christmas after being granted permission to speak to the Championship club by Bees Chief Executive Andrew Mills.
Scott told the Croydon Guardian: "I have had a conversation with Sheffield, but my focus is on the next two games and then we will wait and see.
"It is flattering to be linked with a big club - my first professional club as a player - but that is what happens when you achieve what we have. They are a Championship club, which is closer to where I want to be.
"Nothing is cut and dried. No decision has been made and I am 100 per cent focused on Brentford and winning our next two games."
Source: PA
Source: PA