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Insigne was coached by Gattuso for one-and-a-half years at Napoli before the coach was sacked at the end of last season, yet the pair seem to remain in close contact.
Gattuso held talks with Tottenham over the vacant managerial position as the North London club continue to search for a permanent replacement for Jose Mourinho.
At one point, it seemed that the former AC Milan midfielder's appointment as Tottenham manager was inevitable due to his links with the club's newly announced managing director of football, Fabio Paratici.
However, talks quickly broke down as Tottenham decided to look for alternative options.
Speaking to Football Italia, Insigne said: "We've texted each other, he told me there was a bit of mess.
"But now I am focused on the Euros, while he's on holiday so I am not going to ask him such questions."
Since Mourinho's sacking before the club's involvement in the Carabao Cup final, Ryan Mason was placed as interim coach for the remainder of the season.
Several other managers have reportedly held talks with Tottenham, including Antonio Conte, Paulo Fonseca and, most recently, Julen Lopetegui.
Sevilla president Jose Castro said that Tottenham offered Lopetegui a 'dizzying' offer to become their new head coach.
As Tottenham edge closer to the start of their pre-season next month, Daniel Levy is left with little time to find a suitable appointment.
The most recent managers that are linked with the position are Brighton's Graham Potter and former Wolves manager Nuno Espirito Santo.
Featured Image Credit: PA
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