Muller has been at Bayern since joining their youth academy in 2000, never playing for another team.
However, speaking to 'Welt Am Sonntag', he said: "Another task would certainly be interesting and attractive.
"If the situation is different, a lot can happen.
"Basically, it is very difficult to get away from Bayern. Currently I have no thoughts to do something else."
Muller has been named in Germany's World Cup squad as they look to defend the title the won in Brazil.