The striker has been linked with a future move to the Red Devils, either in January or in the coming summer, but the 44-year-old believes the former Lech Poznan man would make a mistake if he left the German team and his mentor Jurgen Klopp.
"In my eyes it would be a mistake in the summer if Robert moves to Manchester United," the former light heavyweight champion told Bild.
"With Dortmund he has a really great club, and probably the best coach in the world! In Manchester, Robert would have the huge competition and would have to prove himself again.
"I'm also not sure that England's Premier League compared to the Bundesliga would really be an improvement!
"He should remain with the good times at Dortmund [for now]. He is very young; he can still go abroad some day."