The Santiago Bernabeu side are rumoured to be considering a swoop for the 24-year-old at the end of the season, but while Muller admits it can be flattering to hear of interest from foreign sides, he maintains he is happy with life at the Allianz Arena.
"Real Madrid? There has been a lot of speculation about my future in the past few weeks, months and even years. We have all seen what has come from those rumours so far," Muller told AZ.
"It's not a bad feeling when you hear about interest from abroad.
"However, at the moment there is absolutely no reason for me to leave Bayern Munich for another club."
Muller has been in sublime form for the Bundesliga leaders so far this season, scoring seven goals in 16 league appearances.
The versatile attacker has a contract with Bayern until the summer of 2017.
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