The Owls chairman Milan Mandaric, who sacked Dave Jones on Sunday, confirmed on Wednesday that he had been in touch with Millers counterpart Tony Stewart asking to speak to Evans about taking the managerial vacancy at Hillsborough.
However, the approach was rejected by the League One club and it has been business as usual for the 51-year-old.
"It has been a normal week, we have still been on the training ground, it hasn't affected me," Evans said.
"I never really got involved in the conversations, I briefed my players very early in the proceedings. Now we just move on.
"From a personal level you are always honoured and flattered when a club makes an approach for your services, certainly when it's a club with the stature of Sheffield Wednesday.
"It's an indictment of the job that we are doing here, we started this 18 months ago and we have got a long way to go."
- Sports & Recreation
- Tony Stewart
- Milan Mandaric