The former Arsenal forward has been linked with FCK this week.
But Bendtner insisted to Ekstra Bladet: "I really want to play for FCK one day. It has always been a dream, but it is unknown when it will be.
"I have a contract with Wolfsburg for three years, and I am not in a situation where I need to change clubs.
"I have focused on Wolfsburg and to improve myself. I want to play in the Champions League with this club. So I do not think of FCK or other clubs. But one day I hope I'm going back to FCK, but when it will be, it is impossible to tell."