"There is unfinished business here and we are all looking towards the World Cup finals."
Former England and Tottenham manager Glenn Hoddle has already applied for the Blackburn post but Hughes is an obvious candidate.
The 41-year-old spent the last two years of his playing career at Blackburn before concentrating full time on management in 2002.
He is highly respected for what he has achieved with Wales and has ambitions to manage in the Premiership.
But Evans added: "Mark's relationship with the FAW is very good and I think we will keep him on this side of the border.
"He has raised the standard of Welsh football to such a level that every time a major job comes up he will be linked to it."
The fact Hughes would not have to uproot his family from their Cheshire home for the Blackburn post would be a key attraction if it was still open in the middle of October and Wales are struggling.
He does not want to leave at the start of a World Cup qualifying campaign but his team have three games before then which could effectively decide their chances of getting through.
Blackburn caretaker manager Tony Parkes has also been trusted to hold the fort before although Hughes, who could be considered for a dual club-and-country role, played down the link.
Wales striker Craig Bellamy believes Hughes will not move into club football until their qualifying campaign is over.
Bellamy said: "I think we will probably lose him and that it is only a matter of time. Hopefully, it will be on a high note after the World Cup and with us qualifying."
Wales play Northern Ireland in Cardiff tomorrow with both sides saying they are competing for second place behind England.