The Germany international has been linked with Bayern several times over his successful career.
But he says there is no chance he will make a move to the Bundesliga's biggest club.
"But I always wanted to play for BVB. It was always the club my heart drew me to.
"When I played in Gladbach at the time, it was clear to me: within the Bundesliga, I would only change to Dortmund, otherwise I will go abroad."