The fullback told El Chiringuito: "Right now I focus on Bayern and I do not pay attention to rumours.
"Sevilla is a great club and you stand up when you hear the anthem. Bayern now attends to all my attention."
Odriozola also stated: "Yes, I have contact with players and club employees and even with the doctors.
"(Zinedine) Zidane is focused. When it came to talking about the departure I had several conversations with him and he showed me his support in private when Bayern was interested. Zidane did not want me to leave Madrid. It is appreciated that a figure like him thought more about me than myself. He is a great coach and a great person."