But the Renault driver says he is unfazed by missing out on a hypothetical chance to race for world championship outfit.
"Mercedes is the long-time engine partner of Force India and we did joint promotional activities for Hockenheim in the summer.
"Rosberg could have quietly told me that he would quit if he won the title," Hulkenberg jokingly told Bild am Sonntag newspaper.
At the end of the day, the German says he is perfectly happy with his current prospects at Renault and the chance to help the French manufacturer fulfill its long-term ambitions.
"My goal was to drive for a manufacturer. That's what I've achieved with Renault. We both have unfulfilled goals."
"If you don't drive for Ferrari or Mercedes, there is no coverage and the driver performance is not as linked with the car performance. Nevertheless, I feel a lot of respect for my performance, especially internationally."
Hulkenberg is rumored to be receiving a mega retainer at Renault, estimated to be in the $20 million region although Hulk is mum on the subject.
"You said the number, not me," Hulkenberg insisted.
"But in financial matters, I am typically German, watching every penny and only spending what I won't regret later. I'd rather take my risks on the track."