The New Zealand-born Gatland told Radio Sport his loyalties lie with the Waikato Chiefs club and coaching the British and Irish Lions in 2021.
New Zealand Rugby has invited 26 New Zealand coaches to apply for the All Blacks coaching post vacated by Steve Hansen, and has previously said if Gatland wanted to be considered then he would have to give up the Lions role.
"It was nice to be contacted. I politely declined putting my name forward," Gatland said.
"I'm a little bit old school. I'd made the commitment to the Chiefs and I'd made the commitment to the Lions, it was important that I carry on with that ... honour the commitment I made to those two sides."
Gatland said if the chance to coach the All Blacks arose again in the future he would consider it, but if not then he had no regrets.
"I'm a great believer in what will be will be," he said.
"If you are successful, other opportunities will come along. It was time for me to make a decision to leave Wales and the northern hemisphere and come back to New Zealand and I'm excited by that."
Gatland will coach the Barbarians against his former Wales side on December 1 before returning to New Zealand to take over the Super Rugby club Chiefs on a four-year contract which includes a sabbatical to coach the Lions.
His 12 years with Wales ended when they were beaten by the Hansen-coached All Blacks in the play-off for third at the recent World Cup.
New Zealand Rugby expects to appoint Hansen's successor before Christmas.