Saints remain without a manager since sacking Nathan Jones after talks with former Leeds United boss Jesse Marsch collapsed.
The clock is ticking on the season and Southampton are currently trusting in caretaker boss Ruben Selles to guide them ahead of the weekend.
It remains to be seen who Southampton will turn to, but a return to St Mary’s for veteran boss Redknapp, who has been linked with the Leeds United job, is off the table.
Redknapp, answering a question about going to Southampton posed by Ray Parlour, said on talkSPORT’s Breakfast Show: “That is a million to one that one!
“I went there from Portsmouth and then I went back to Portsmouth.
“They are definitely not having me at Southampton.
“I wouldn’t even go shopping there!”
Redknapp managed Southampton between December 2004 and December 2005, but was unable to keep Saints in the Premier League and then struggled to guide them to consistent wins in the Championship.
Another veteran manager returned to the dugout this week, with Neil Warnock taking the Huddersfield Town job; Redknapp is a year older than the 74-year-old Warnock.
