Hodgson took the reins at his boyhood club for the second time on a short-term contract after the sacking of Patrick Vieira, and has taken 17 points from nine games to steer Palace well clear of relegation trouble.
Such has been the turnaround in form that Hodgson has been seen as a candidate to take the job on a longer-term basis, but the 75-year-old said that was not on his mind.
"As far as I’m concerned, this is my last game," Hodgson said. "I signed a contract here until the end of the season and I was grateful to do so. All along, I have seen this as my last game on my contract and as far as I’m concerned that’s what it is."
When asked if he would be open to staying on if asked by chairman Steve Parish, Hodgson added: "I don’t know, I’ll wait until that day arrives if it ever arrives. At the moment I don’t have to concern myself with that.
"What’s on my table is to see my contract out, thank everyone for the last two and a half months and hopefully help the team get a result...I hope to leave all my options open."
Hodgson confirmed that Wilfried Zaha - out of contract this summer - will miss Sunday’s match through injury, raising the possibility that the in-demand forward has played his final game for the club.
"Wilfried’s injury was sufficiently severe to keep him out of the next game," Hodgson said. "He’ll need a week or two more to recover, so it won’t keep him out of next season. He will be fit for pre-season, but we won’t have the benefit of him on Sunday."
Palace forward Ebere Eze has been celebrating his first international call up after being included in Gareth Southgate’s England squad to face Malta and North Macedonia next month, and former Three Lions boss Hodgson has offered the 24-year-old some pointers.
"The advice basically, after the congratulations - because as you say I am delighted for him and I’m happy Gareth (Southgate) and Steve (Holland) have seen what we have seen in him as well - but the only advice I can give him is to be himself," he said.
"Go there and be relaxed enough to show how good he is. Show how good he is in training when he is here. If he does that, Gareth and Steve will be more than happy with him."
The pressure will be off for both sides in Sunday’s match at Selhurst Park, with Forest’s victory over Arsenal last weekend having ended the threat of relegation at the end of their first season back in the top flight.
"[Cooper] has done a very good job," Hodgson said. "In particular I think the last five games they have had an incredible upsurge in form. They have taken 10 points from their last five games. That’s top of table form not avoiding relegation form.
"They have taken everyone by surprise at the bottom who are fighting relegation, because many clubs thought they wouldn’t do that well. Hats off to him, hats off to his players and staff. It was very touching last weekend when they beat Arsenal and you saw the scenes after the game.
"It makes you realise how much staying in this league and doing well means to everyone, not just to your staff and people at the club but also to the fans."
Additional reporting from PA