The Netherlands winger, whose contract at the Allianz-Arena expires at the end of next season, has been linked with the Serie A leaders, who are looking to build a side capable of challenging for the Champions League again after their domestic resurgence.
"Juventus have had a great season," he told SkyItalia. "They are trying to build something for the future, a future I think will be big.
"I am happy at Bayern but I have not signed a new contract extension and you never know in football.
"It’s a pleasure when a great club like Juventus is interested."
Robben, who joined Bayern from Real Madrid in a 25 million euro deal three years ago, is set to be offered a two-year contract extension by the Germans.
Juventus are top of Serie A with six matches remaining, one point clear of defending champions Milan.