The Daily Express says Aubameyang is set to join Arsenal after a £55.5m transfer fee was agreed with Dortmund.
Sule insists the way the Gabon international's switch has transpired would not be allowed to happen at Bayern though.
"I think that a player in the team would be in charge of handling such a player and would put him in the right place, and obviously the leadership would intervene sooner or later," he said.
"I think we cannot be in such a situation.
"As I've known the guys so far, they certainly would not let this thing happen to us."