The defender left Atletico Madrid last summer for Bayern.
"Real Madrid tried to hire me, it's true, but not this past summer," he told France Football.
"And I would never go there. Not after having defended Atlético's colors for so long."
Lucas added: "When they asked me what number I wanted, I said 21. I used it when I won the World Cup for France and when I won the European Super Cup for Atlético.
"They told me that it was Lahm's number and that nobody had used it since he'd left, but that it would be mine if I signed. It is just an example of the trust they placed in me."