The 26-year-old has been linked with Barcelona, Manchester United, Chelsea and Real Madrid this summer.
“I never said I wanted to go to Real Madrid,” he told Telefoot.
“If I had wanted to leave, I would have made an announcement. What bothers me is that I have never spoken about it.
“I cannot stop clubs making offers. It was not just Real – there was also Barcelona, Manchester (United) and Chelsea.
“What I can tell them is that today I am still at Bayern. The door was well and truly closed.
“My bosses really want me to stay.”
