The Portugal midfielder has been linked with a return to England at Arsenal a year after leaving Fulham. He is also interesting Manchester United.
But Palhinha told Sport TV: "I have a contract with the Bavarians for another three years, so I'll show up on July 29th when we start pre-season training. Now I'm enjoying these days of vacation we have with family and friends, which is the most important thing right now."
Asked if he will leave Bayern Munich this summer, he also said: "It's been a recurring question. I have three more years on my contract, so I don't know what will happen.
"But I'm at a great club, as I've always said. Obviously, it hasn't been an easy year, but I'm very motivated to prove my worth once again at a very special club, Bayern Munich, a huge club."