Robinson, 32, has caught the eye of many a chairman during his fledgling career and is always one of the names linked when a job becomes available in the Championship.
The latest to arise is at Elland Road after Neil Warnock tendered his resignation on Monday evening.
However, Robinson, who has led the Dons to the play-offs in each of his two full seasons in charge, insists he has unfinished business in Milton Keynes, where he feels he has yet to achieve anything.
Asked about the Leeds job on talkSPORT, he replied: "I've not achieved anything yet so it's a little bit obnoxious and arrogant for me to start looking at another job.
"Whoever goes in at Leeds has a mountain to climb but it's a mountain that a lot of people would love to try and go up.
"Leeds is a job that everyone would look at and think it's the promised land. People hold it in high regard because of the past players that have worn that amazing white shirt.
"You have to be respectful to the club you are working for. I'm happy where I am. I never want to talk about another football club when it's got nothing to do with me.
"I really do love MK Dons, I've got a great affinity with the fans. We've over-achieved. We've brought in over £4million over the last three years, have constantly sold our best players and we've always been in the top 10.
"But I'm looking at the last six games and thinking, 'If we win those, we could be in the same division as Leeds."'