Lewandowski signed with experienced dealmaker Pini Zahavi earlier this month.
"No, that has nothing to do with it," he told Sky Deutschland when asked if a desire to leave Bayern was behind Zahavi's appointment. "Speculation like this is funny, but it doesn't interest me."
Zahavi himself refused to be drawn on the prospect of Lewandowski joining Madrid, who are eager to sign a new centre-forward.
"Will Robert go to Real Madrid? We'll see," he told Przeglad Sportowy. "Now, it's time for me to do my job."