"I am not dealing with this speculation," the Dutchman told reporters. "There is so much speculation but I only want to deal with football.
"I still have two years on my deal so why should I leave? It is all about performance on the pitch and in the past games I have shown I can contribute here at Bayern."
Robben, who has been at Champions League finalists Bayern since 2009 after spells at Chelsea and Real Madrid, had an unhappy first part of the season but has won back his starting spot in recent months, helping his team to the brink of an unprecedented treble for a German club.
Reports have been mounting in England and Germany in the past days linking the 29-year-old with a possible move to Premier League side Manchester City.
"There has been so much speculation in the past month and I am only focused on Bayern," said Robben, who lost the 2010 and 2012 Champions League finals with the Munich side. "We want to win the title on May 25 and that is the only thing that counts."
Bayern, who have already won the Bundesliga this season, take on Borussia Dortmund in the all-German Champions League final in London before facing VfB Stuttgart in the German Cup final on June 1 in Berlin.
Robben, chasing his first major international title, was a 2010 World Cup runner-up with the Netherlands.
Manchester City sacked manager Roberto Mancini on Monday after the team failed to keep the Premier League title they won last year and lost the FA Cup final to Wigan Athletic.
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