Bayern have been linked with a bid for the Palace star this month.
And Hodgson declared: "Zaha to Bayern on loan? Was it serious? Where did you get it from? Is Karl-Heinz Rummenigge (Bayern CEO) still there?
"I'll call him about it. He's an old friend.
"I'll ask him: 'Is it true that you really put a loan offer on our best player so that we finish the season without our best player? Is that true?'
"If he says 'yes', I will answer your question next time. But I don't think he'll say that."