The striker - who is co-owned by both Serie A sides - has been in impressive form this campaign and has already netted 22 goals in Serie A so far.
His good performances have caught the attention of clubs such as Borussia Dortmund, Atletico Madrid and Napoli, while Juventus are also believed to be interested in luring him back to Turin.
Nevertheless, Immobile has stressed that there's little chance he will be wearing the Juve jersey in 2014-15, while he's open to a move to Napoli.
"A return to Juventus? I do not think that will happen," Immobile told Italia 1.
"Would I like to wear the Napoli shirt in the future? Certainly, they are the team of my city."
Dortmund are reportedly sitting in pole position to sign the 24-year-old after travelling to Turin last week to discuss a summer transfer with Juventus and the striker's agent.