The Brazil star, who was in Europe this week due to the Selecao’s clash with England on Wednesday, revealed his ambition to play on the continent someday
The Bundesliga club became the centre of attention in January after they confirmed that former Barcelona boss Pep Guardiola would be taking over in the summer from Jupp Heynckes.
And now Neymar is the latest famous football figure to associate himself with the Bavarians.
"All leagues are interesting in the end, including the Bundesliga," he told German news outlet SID.
"Bayern are a big club with extraordinary players. Playing for Bayern is something I could imagine doing. There is nothing that speaks against this.
"[Bastian] Schweinsteiger is one of the best players I have ever seen. It is the basics that make him strong: his positioning, his passing and his presence on the field."
The 21-year-old defended his decision to remain at Santos for the short-term but reiterated his intention to move to Europe.
And, though, Barcelona and Real Madrid are the main candidates, he insisted a transfer to La Liga might not be forthcoming.
"I dreamed to play in Europe since I was a child, but it is important I feel good and adapt with the rest of the team," he continued.
"[The transfer] doesn't have to be Spain necessarily."
Neymar was on the Ballon d’Or long-list this year but Cristiano Ronaldo, Andres Iniesta and (eventual winner) Lionel Messi were the trio which competed for the top prize.
And the Brazilian believes those three players are examples for other footballers to follow.
"Messi, Iniesta or Ronaldo are on another level," he said. "They are role models for us, on the field and as persons."
The Santos talent also revealed that he is still trying to work on the weaker aspects of his game, as well as accepting that there is a lot of pressure on the Selecao leading up to the World Cup in the summer of 2014.
"As host country we are under pressure, of course," he said. "But maybe our fans will help lead us to success at the World Cup in our own country.
"[To win it] we have to improve our link-up play, but I believe it will soon be better. Personally, I have to improve my heading, shooting and possession-play."