It is now two-and-a-half years since Matteo won the last of his six Scotland caps, the 29-year-old opting to quit to concentrate on his club football.
Caldwell, currently on-loan from Newcastle, said: "I've asked Dominic to come back for Scotland because I think we need him but he has his reasons for not wanting to return.
"He says he wants to concentrate on his club football and he's doing that pretty well. It's great for Leeds that he no longer plays for Scotland.
"He's been superb and we've quite a good wee partnership going so long may it continue because we've been solid at the back."
Meanwhile, Caldwell says he would consider a permanent move to Elland Road, despite interest from Sunderland.
He said: "I feel settled and that's due to the coaching staff and players at Leeds who have made me welcome.
"If I do a good job and Leeds want me it will be something I will consider. You never rule anything out.
"But right now I'm thinking of these next 12 games and making sure I do my very best for Leeds."