King called time on his 13-year professional career last summer after finally admitting defeat in his battle against a chronic knee injury.
After announcing his decision, King conceded there was no chance of him ever playing again, but that did not stop Redknapp attempting to persuade the 32-year-old to lace up his boots for one more season.
With QPR struggling at the foot of the relegation zone, the Hoops boss needed all the help he could get, but King, who spent all his career at Spurs, could not accept the offer.
"I believe (Redknapp) tried to (get me to come out of retirement), but he didn't manage to get hold of me," King said.
"I wouldn't have done it though. I played at Tottenham my whole life and it would have been a bit silly to try and come back knowing I can't do what I want, play the way I like to play. I have barely kicked a ball since I retired.
"And I also have got such a great affiliation with Tottenham, so I would like to leave it there."
King was regarded as one of the best centre-backs of his generation, but his persistent knee troubles meant he only played 21 times for England.
He has become an ambassador for Spurs since retiring, travelling the globe to try to promote the club and several of their initiatives.
Being around the team, and youth coaches Tim Sherwood and Les Ferdinand, has ignited his desire to coach in the future.
"Yeah, that is a definitely possibility," King said when asked whether he would like to coach.
"Last season I did a little bit and this season I will try and push on with it a little bit more.
"I have seen the likes of Tim Sherwood and Les Ferdinand working wonders at the club with the Under-21s and it intrigues me. I am around good people to learn from."