Los Blancos are rumoured to be considering a summer bid for the 26-year-old right-back, but the Pole is refusing to discuss the issue until the Spaniards make a concrete offer
The Poland international's agent hinted on Thursday that his client would be open to joining Los Blancos, describing the newly-crowned Liga champions as a "worldwide legend".
Piszczek, for his part, is giving little away, arguing that there is no point in even discussing a move to the Santiago Bernabeu until Madrid make a formal approach.
"I'll only think about it once I have received a concrete offer," the 26-year-old right-back told Przeglad Sportowy.
"I am a player who only identifies himself with the club he is under contract to, so I'm only thinking of Borussia, who on Saturday are hoping to win the Cup final.
"And I am in tune with the club. Last summer, shortly after my contract extension, I bought a house near Dortmund."
Piszczek, who has been capped 21 times by his country, joined Dortmund from Hertha Berlin in 2010.