The Celtic centre-back has just finished a loan spell with Belgian club KV Oostende and, if his reported possible permanent move to the Diaz Arena does not go through, he will return to a Parkhead club still to appoint a new manager for next season.
Celtic's interest in recruiting Eddie Howe ended on Friday with Yokohama F Marinos boss Ange Postecoglou now the frontrunner to replace Neil Lennon who resigned in February.
Hendry, 26, said: "I don't know where I will be next season.
"I am concentrating on Scotland and letting those sort of things happen with my representatives and the club.
"What will be will be so for me, the main focus just now is these training sessions and games for Scotland.
"I have been in the situation before when I have been linked with clubs, it is nothing to me, it is at the back of my mind. I am not concentrating on that at all.
"My main focus is coming away with Scotland, helping the squad and trying to make an impact in this team."
Hendry believes he benefited from his season in Belgian football where he regained his place in the Scotland squad.
He said: " I think my game has come on a lot.
"The most important thing for a footballer to develop is to get games under your belt and thankfully this season I have managed to do that.
"With those games, I have gained a lot of experience playing against very good attacking players in Belgium and defensively and physically my game has come on a lot.
"I am feeling very strong, off the pitch as well, a lot stronger mentally and things I have experienced so far I have overcame.
"If it has been negative I have turned it into a positive so I am in a really good place and hopefully I can take this into the group.
"It was time to knuckle down and try to get the potential out that I was at Celtic for and thankfully this season people are starting to see that and hopefully I can keep maintaining that."
Hendry is in La Finca, Spain with the rest of the Scotland squad for the first part of their build-up to the Scots first major tournament in 23 years.
Scotland face Czech Republic, England and Croatia in their three Euro 2020 group games but before that they will take on the Netherlands in Portugal on Wednesday before an away friendly against Luxembourg on June 6.
He said: "It is sinking in that we are part of a group that is going to play in the European Championships.
"It is an amazing experience for everyone involved and we are definitely going there to make the most of it and see where we can go.
"We are a confident group with talented players.
"We are definitely not going there to make up the numbers. We are ambitious and we will see how far that takes us.
"We are going there to try and do the country proud.”