Sergio Conceicao said on Wednesday that he wasn't thinking about his future with AC Milan after a dismal season ended with defeat in the Italian Cup final.
Dan Ndoye sunk Milan with the only goal of a tetchy game to give Bologna their first major trophy since 1974.
Portuguese Conceicao signed a contract with Milan until the end of next season but there has been speculation that he might leave in the summer with Milan eighth in Serie A.
He began at Milan by winning the Italian Super Cup after replacing sacked Paulo Fonseca, but since then, he has presided over a difficult campaign characterised by poor results and fan protests against the club's American owners RedBird.
"Right now I have a lot of thoughts about the game and what I did, what went right and what went wrong. I didn't get into football a couple of days ago," Conceicao told reporters.
"Right now in my head I'm trying to work out what more we could have done tonight. We'll finish the season with dignity and we'll talk about my future later."
Milan are three points behind Roma who sit in Serie A's Conference League position and host the seven-time European champions on Sunday.
They then finish their season against relegated Monza, which could be a key match with qualification for European competition through the cup no longer a possibile.
"Quite simply it's been a bad season," said Milan defender Matteo Gabbia.
"We weren't able to give our best. We were hoping for more, better from a team given how much talent it has.
"It will take some time to digest the defeat, forget that we couldn't win the cup for our supporters."