The 27-year-old has been linked with a move to Schalke among others but he insists that he has no intention of leaving the club this summer
The Brazilian moved to the Allianz Arena back in 2011 from Genoa but has failed to nail down a first-team berth, making just a handful of appearances as Jupp Heynckes' side sealed an historic treble.
It was widely believed that he would move on to pastures new in the summer but the 27-year-old says the club's board wants him to stay.
"Dear friends, I want to make it clear that at no time did I say I want to leave Bayern. I want to stay," he wrote on Twitter.
"The board made it clear to me that they want to keep me at Bayern."
Among the clubs said to be vying for his signature are former side Schalke, who voiced their confidence in doing a deal for the player earlier this week.
However, Rafinha has previously said that he is eager to play under Pep Guardiola, who will take over in the summer.
His current deal with the Bavarians expires in 2014.