Real made an attempt for the German in 2018.
He recalled to Marca: "We had calls, but I was the one who decided in the end.
"I didn't think it was the right step to go to Real Madrid. I was one of the candidates and that was important for me.
"I had a good chat with (Real vice-president) Jose Angel Sanchez and we agreed that it wasn't yet the right move. We agreed that we could speak again in the future if Real Madrid were to need a coach and if I were available."