SFA chief executive Stewart Regan confirmed at the FIFA Congress in Brazil that the governing body will 'proactively explore' every option regarding Hampden Park as the home of Scottish football.
The SFA's contract with Hampden Park expires in 2020.
But Regan was keen to underline Hampden Park as a 'key pillar' of Scottish football with the stadium having hosted international matches and key club fixtures since 1903.
"It is widely known that the Scottish FA's lease on Hampden Park expires in 2020," Regan said in a statement.
"Indeed, this matter was discussed publicly when we launched our UEFA Euro 2020 host bid earlier this year.
"It is our duty as a governing body to proactively explore all of the options available, in consultation with key stakeholders from across the game so that, in due course, we can make the correct decision for Scottish football.
"To that end, a consultancy firm has been engaged to thoroughly investigate the pros and cons of a number of options, and a briefing note was circulated to the Scottish FA and Hampden Park Limited boards ahead of UEFA's Euro 2020 bid decision.
"I must stress this process is at a very early stage – no proposals have been put forward or considered, and it is hugely misleading to suggest the SFA is focusing on whether to move away from Hampden Park.
"Given its historical importance and its place in Scottish football, Hampden Park remains a key pillar of the national game."
Scotland's home internationals and domestic cup finals are currently held at the 111-year-old venue, although last season Celtic Park - which can hold almost 10,000 more people - hosted the Scottish League Cup and FA Cup deciders due to work on Hampden Park for the 2014 Commonwealth Games.
Hampden Park is also the home of Queen's Park, Scotland's oldest football club, who were earned promotion to the Scottish League Two last season.
