The France World Cup winner was linked with all three giants last month.
He told L'Equipe: “I did not sign anything at all (with Bayern).
“You are the journalists who say that I signed (for Bayern).
"I'm in Stuttgart, I'm fine there. My career plan was to stay one more season in Germany. I am in a very big German club, with fantastic fans.
“This club is a family, that's what I need and that's what I like about this club. I'm very good there.
"It's true that the World Cup came faster than expected, nobody expected it, not even me at the very beginning."