Bellamy, who was appointed Wales head coach on a four-year deal in July 2024, has insisted it was his decision to turn down the approach from Burnley, who were seeking a replacement for Scott Parker following their relegation from the Premier League. The Football Association of Wales had granted permission for Bellamy to speak to Burnley in June after they triggered a compensation clause.

According to BBC Football, Bellamy admitted the approach was "flattering" but ultimately decided to stay with Wales, citing his desire to lead the team at a home European Championships in 2028. He reiterated his commitment to the role, saying "I'm comfortable with the decision I've made. I've always been committed in everything I do and that hasn't changed."

Bellamy's focus now shifts to the upcoming Nations League, where Wales face three sides placed higher than them in the world rankings, starting with a trip to Portugal. Despite injuries to key players, including centre-back Joe Rodon, Bellamy is excited by the challenge for his new-look coaching team, which includes former Swansea City manager Alan Sheehan and ex-Wales captain Ashley Williams.