The manager addressed the question of his future amid speculation that Doncaster Rovers have identified him as their main target to succeed Darren Moore at the League One club.
Mellon stressed he is fully focused on Friday night’s Scottish Cup fourth round tie at Forfar Athletic as he continues to make his mark at the Tannadice club.
United have won five of their last eight outings and will book a last eight appointment against either Aberdeen or Livingston if they overcome struggling Forfar.
But there are reports that Mellon has never truly settled at the club and is open to a return down south, where he spent the majority of his playing days and, until taking over at Tannadice last summer, his entire managerial career.
“I understand the question but I have to be very careful about answering it,” he said when the Doncaster Rovers link was put to him.
“It will be ripped apart and turned upside down. I am not accusing anyone I just have to be careful. I talked about it the other day. Even now I am thinking, there is no issue.
“I have a game on Friday, I love my job,” Mellon, 49, added. “I love working with this group of players. I am really enjoying helping them to become consistent performers in the Premiership and I am looking forward to seeing fans back in the ground again. I am looking forward to seeing what the Dundee United fan base is like because I have only met some people around about the place, I have not even met the fan base and I have been here ten months.
“And that’s really it. I don’t want to say too much on it, but I don’t want to say that either because that sounds like I have something to hide.
“There are no issues. Until I am told differently you get on with the job and I have not had any conversations with anyone about that.”