The Blues were reportedly chasing the Germany international, who plays up front or on the wing, in the summer, with speculation suggesting they had a £16 million (€19.4m) offer rejected.
The Bundesliga side held onto their star attacker, though, with Voller suggesting it was the correct thing to do, but admitting the interest is likely to continue.
"At his level there will be always requests, not only by Chelsea," he told Bild. "But we take it easy.
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Another one of the club's top-performers that has been impressing of late is right-back Dani Carvajal, who joined Bayer for around £4.1m from Real Madrid's youth system in the summer.
However, the Spanish giants have an option to buy the 20-year-old back, with the agreed amount rising each season, something Voller hopes will not happen for a little while yet.
"Of course it's [Carvajal's] dream to play for Real one day," he continued. "But I don't think it'll happen next summer. Hopefully we will enjoy him for more time."
Sami Hyypia's side will face Benfica in the Europa League knockout stages, with the former Liverpool defender's men hosting their opponents in the first leg on Valentine's Day.
The 52-year-old admits it is a tricky tie, but hopes they can challenge for the title, while he believes the Bundesliga is represented well in the Champions League, stating Bayern Munich as one of his favourites.
"With Benfica we have a tough opponent," he added. "But we want to stay in [the] competition [for] as long as possible.
"Dortmund has [a] chance in [the] Champions League. But my favourites are Barcelona and Bayern."