The former England international, 36, took the decision towards the end of the season to leave the club's playing staff and is preparing for a career in management.
He has been strongly linked with the Goodison Park vacancy and is also rated by bookmakers among the leading contenders for the job at Stoke, who parted company with Tony Pulis yesterday.
Neville told The Times: "It is flattering to be linked with the Everton job.
"It's just whatever direction the club want to take. But I know there are players who have gone into jobs and failed.
"I am at the end of my career and I am looking to get into coaching and management. I have prepared for the last five seasons and I have some nice decisions to make.
"I have had a lot of experience, studying coaching practices. I have been away with England Under-21s. I'm half-prepared for what I'm going into."