With Palace recently going into administration Warnock has admitted to feeling unsecure in his job at Selhurst Park.
However, when asked on Radio Five Live if he had spoken to Rangers, Warnock replied "no".
"It's an insecure time at the moment. The administrator said to me last week that new owners could come in within a fortnight and they might not want you.
"So all I do now is plan for the next game. I'm planning to be here for the Reading game on Wednesday and the replay.
"If I said I was happy I'd be lying. I'm not very happy at all at the moment, I still don't understand why we were forced to go into administration.
"The person is not going to get their money any quicker and yet we've been deducted 10 points."