McCullum is due to lead England to the T20 World Cup in India and Sri Lanka next month, and a decision on his future is unlikely to be taken until after that tournament.
And all-rounder Stokes said he would “hope” to be consulted on any potential changes to the England hierarchy.
“It is a situation nobody knows whether it is going to happen or not but we’re both pretty keen on carrying on doing what we are doing,” said Stokes.
England won 10 of their first 11 Tests under Stokes and McCullum, but their results have been mixed since that opening burst of success.
In their past 34 Tests, England have won 16 and lost 16, with two draws. They have not managed a victory in a marquee five-Test series against Australia or India.
At the beginning of 2025, McCullum also assumed control of England’s white-ball teams. Since then, England have won only four of their 10 Tests, including an expected comfortable victory Zimbabwe at Trent Bridge in May.
In explaining the reasons for England’s poor performance in the Ashes, Key pointed to the white-ball series in New Zealand prior to this tour as a hindrance to preparation in Australia. The former England and Kent batter said he was not willing to “write off” the matches against the Black Caps.
But Stokes does not believe McCullum’s dual role is having a detrimental effect on the Test team.
“He has got two jobs to do now,” said Stokes. “It has not influenced the relationship we have with this Test team whatsoever.”