But the 45 year old told the Evening Standard: "I have a contract until 2016. I have said 20 times I'll definitely stay until 2016.
"It is a really big honour for me, coming from a small village called Bretten in the Black Forest where 1,500 people live, that somebody thinks I can train Chelsea. It's not a normal story, it's a special story. But I don't think about it.
"I was the coach at Mainz before Dortmund for seven years. Each year I could have left for a Bundesliga club but I said 'no, I have a contract, I will stay'. I enjoy what I'm doing here at Dortmund. It's a great club, a great city, everything is okay."