Spin legend Shane Warne insists he has no inclination to return to international cricket but has learnt "never to say never".

"I played with a certain passion. I showed passion. I was an exciting player, I was an entertainer. I went out on my own terms. There was a bit of class about how I went out. I didn't stick around for the money," Warne said.

"I've got no inclination (to return). I'm very happily retired. Got no interest in going back to play cricket for Australia. None whatsoever. But I have learned in my life never to say never," he was quoted as saying by 'Courier Mail'.

The rumour about his return was floated when Warne successfully led Rajasthan Royals team in the Indian Premier League while Australia were struggling with their spin options in the absence of Stuart McGill.

Warne also spoke about the identity crisis he faces each time he fills his departure card at an airport.

"I ask myself 'what am I?' I don't know what to say. So I end up putting businessman," said Warne, who travels a lot because of poker.

"Sometimes I put ex-sportsman. But businessman seems to fit most of the time." Warne insisted he had not changed as a person despite achieving so much in his life.

"There's not much I haven't experienced in my life. There's not much I haven't been through. I haven't changed one bit as a person. But I'm smarter, I do things a bit smarter.

"People I saw 10 years ago, when they see me now they say 'you haven't changed a bit'. They sound surprised. They think I must have changed," he said.