The 23-year old has been linked with a string of clubs in the past few months after his brilliant performances in the German Bundesliga last season and early on in their championship defence this term.
"A transfer in the winter is not an issue at all," Dzeko told Bild.
Although he is staying put for now, it is inevitable that Dzeko will move on at some stage, possibly in the summer and Wolfsburg are already preparing themselves for that day.
"We are scouring the market," said Wolfsburg boss Armin Veh.
"But we can only get really serious when Dzeko leaves."