The Borussia Dortmund striker has become one of European football's leading marksmen, and scored 24 goals for Jurgen Klopp's side in the Bundesliga last season.
The 25-year-old has reportedly attracted interest in the past from English top-flight sides Manchester United, Manchester City and Chelsea.
But he insisted his future has yet to be decided, and has set his sights on plying his trade in England in the future.
He told The Telegraph: "I will be able to sign a contract (with any club) in January, but I have never said that I will sign a contract with Bayern.
"It was a misunderstanding. It is true I had an opportunity to speak with Sir Alex Ferguson (last year), but we didn't mention the transfer.
"One day I would like to play in the Premier League. It would be a great experience."
He added: "There was a proposal from Blackburn. I even spoke with the former manager (Sam Allardyce).
"In the end, I decided that Dortmund gave me a better chance of development as a footballer."
