Gatland is about to embark on his final Six Nations campaign with Wales, and will then take them to Japan for the World Cup before leaving his position as coach.
There has been talk of him leading the British and Irish Lions again when they tour South Africa in 2021, but a final decision has yet to be made.
"I have had a couple of discussions with some people at the moment, yeah," Gatland said.
"But there is definitely nothing concrete. Maybe at the end of the World Cup I will be unemployed.
"I was looking to take a few months off and then start looking in the middle of 2020, potentially do some Super Rugby in New Zealand if there was an opportunity.
"But I am also aware that there are not a lot of jobs in New Zealand. That might not be an option. So whether it is back in club rugby in the Premiership, or France or Japan, or something like that."