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The 53-year-old's stock has never being higher after leading the Lions to a thrilling drawn Test series in New Zealand.
Gatland extended his Wales contract in 2013, keeping him in charge until the end of the 2019 World Cup.
"My focus is now on Wales, preparing for the World Cup in Japan," he said.
"I am a firm believer of what will be will be so I won't be looking too far ahead. I am looking forward to the next few years with Wales and then see what other opportunities are out there."
Gatland took the reins with Wales in December, 2007, and led them to 2008 and 2012 Six Nations Grand Slams as well as a World Cup semi-final in 2011.
Welsh Rugby Union (WRU) chief executive Martyn Phillips has said he would be prepared to release Gatland from his contract if the New Zealander wanted to leave.
But Gatland - who has been tipped as a future All Blacks head coach - reiterated his intention to see out his current WRU deal.
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"My focus is on Wales, for the autumn internationals and then looking towards the 2019 World Cup," he added.
"I'm definitely finishing up there, unless they decide to get rid of me sooner!"
Gatland coached the Lions to a series win in Australia four years ago and has not ruled out taking charge again - if asked - for the next tour to South Africa.
"You never say never," said Gatland.
"If there's a chat and opportunity to think about 2021, to do maybe the three as a head coach, to win two and draw one wouldn't be a bad achievement."
Lions tour manager John Spencer said he had no doubt Gatland had proved his coaching credentials during the tour to New Zealand.
"You have to be a very shrewd coach to come to New Zealand and achieve what the players have achieved," Spencer said.
"Without doubt I think he's the best head coach in the world... I think he's proved that with our guys.
"I don't want to take anything away from Wales, because he's got a job to do there, but I think his achievements on this tour have opened up the future for him.
"It's an incredible achievement to come halfway round the world, to adapt to all the difficulties you have with travelling and then to play back-to-back world champions on their own park, and to be as successful as he has been."
Wales head coach Warren Gatland says he will honour his current contract after returning from his second stint in charge of the British and Irish Lions.