"There's nothing out there for me to contemplate right now," Sheets told the Web site, "so I don't know."
Sheets, a former first-round Brewers Draft pick who has played all eight of his Major League seasons in Milwaukee, declined the Brewers' arbitration offer on Sunday night so he could seek multiyear contracts on the open market. Had he accepted the offer, Sheets would have been considered a signed player for 2009 at a salary to be determined.
Asked if he might return to the Brewers, Sheets told Ken Rosenthal, "Everything's possible. I never burn any bridges."
As of Monday evening, Brewers general manager Doug Melvin had not spoken with Sheets' agent at the Meetings. They plan to touch base before the end of the week, but it would be difficult for the Brewers to seriously pursue other free agents while their offer to Sabathia is still on the table.
"[Sheets] is a free agent and they'll probably go and see what they can get [before] they come back to us," Melvin said. "Maybe Ben feels slighted by this, but we haven't approached them yet."
Sheets represented the Brewers in four All-Star Games and was the starting pitcher for the National League in 2008. He owns a career record of 86-83 with a 3.72 ERA but has suffered through his share of injuries, including a torn flexor tendon near his right elbow that sidelined Sheets for the Brewers' first postseason series in 26 years.
The market for Sheets likely will not take shape until other free-agent pitchers, including Sabathia, A.J. Burnett and Derek Lowe, begin to sign. The Rangers plan to meet with Close this week regarding Sheets, who lives in Dallas now, but might not be willing to meet his asking price.
Even though he declined the Brewers' arbitration offer, Sheets would be free to re-sign with Milwaukee.
Sabathia, meanwhile, has spent several days in Las Vegas, first to attend the Pacquiao-De La Hoya boxing match Saturday and then to meet with Yankees officials on Sunday and again Monday. He didn't attend the sit-down between his representatives and Brewers officials at midday Monday.
Other former Brewers were also in attendance at the Bellagio. Former Brewers pitching coach Mike Maddux, who took the same job with the Rangers last month and is a strong Sheets supporter, attended his brother Greg's retirement press conference. And former closer Salomon Torres, who retired, was talking with teams about leasing his baseball training facility in the Dominican Republic. Torres, a devout member of the Church of Jesus Christ of Latter Day Saints, said he plans to devote himself to preaching.