The former Germany coach has been linked with the job in recent weeks.
“I always tell my players, like Franck Ribery, that if there is speculation about other clubs wanting you, it is a compliment to Bayern and yourself,” Klinsmann is quoted as saying in the Daily Mail.
“If you hear of an offer, you must be flattered, and it applies to managers and coaches as much as players.
“But I am under contract to Bayern until the end of next season, and my only thought at the moment is trying to win as many trophies as possible in that time.”