The Germany international midfielder is off contract in June and it's been reported in Germany that he has already agreed Bosman terms with Bayern.
Schalke chief Christian Heidel said: "Leon has not informed us so far that he has decided to change. And I trust Leon and his advisor, with whom I was in contact yesterday."
Agent Jorg Neubauer added: "We may repeat. When the decision is made, Leon and I will first of all inform Schalke."