United have been keeping tabs on full-back Philipp Lahm.
Bayern chairman Karl-Heinz Rummenigge said: "If any club should make an approach for one of our players, it would be useless. Our reaction would always be the same: No way, absolutely no way.
"We are not eager to start any negotiation about our players. We won't sell any of these players.
"The quality of our team is important. And we are in a very comfortable situation, in that we don't have financial pressure at all.
"The Bundesliga will gain importance worldwide. It will become more attractive due to the success of the German side.
"Muller is a phenomenon, Lahm a wonderful captain and Schweinsteiger leads the team like a general in the midfield. I would not be surprised if he is elected player of the tournament."