The speedy attacker is linked with a move away from the Chloorkop-based outfit with clubs in Europe said to be chasing his signature.
French Ligue 1 side, AS Monaco were reportedly in the country to watch Tau in action for the 2016 African champions in their Nedbank Cup clash against Cape Town City two weeks ago.
Sundowns spokesperson, Thulani Thuswa also confirmed that clubs in Denmark and Greece are watching the player and have showed interest in having him on their books.
However, the Witbank-born player revealed that he was unaware of the rumours making headlines, maintaining that he is contracted to the Premier Soccer League (PSL) log leaders.
The reports confirmed talk that the Bafana Bafana striker is ready to play his football in Europe and should be rewarded for his stellar displays at the end of the current campaign.
Tau was in fine form on Saturday in their 2-0 win over reigning league champions Bidvest Wits as they stretched their lead to six points over Orlando Pirates.
The 23-year-old has 11 goals and is joint PSL top scorer with Polokwane City’s Rodney Ramagalela and could be in line to walk away with the PSL Player of the Season Award the come end of the season.
“I don’t know anything about that. If they (Sundowns) want to keep me, I will still be here (next season),” Tau told City Press.
Speaking about the fact that he stands a good chance of cleaning up at the annual PSL awards, Tau brushed off the favourite tag, but said he will continue to work hard.
“Sometimes you work so hard that you find yourself in a situation you never thought you would be in,” he added.
“You just have to keep going because some awards mean a lot to other people. If things go my way, I would like to continue with the good run I have had,” said the Bafana Bafana international.
“I will see what happens at the end of the season. It’s not something I think about a lot,” he reacted.
“I was almost in a similar position last season. [The awards] do not represent the whole season, nor all the progress I have made. If I don’t win any [awards], I will still look at the numbers and realise they were better than last season. For me, it is all about improving,” he concluded.