The German side
When quizzed about the rumour, Hodgson, establishing a fact that the Bundesliga outfit are yet to reach out, expressed confidence that Zaha - who signed a new five-year deal last August - will stay put at Selhurst Park.
"We don't know [about] that," Hodgson told a press conference.
"There has been absolutely no dialogue whatsoever between Borussia Dortmund and Crystal Palace Football Club.
"If I am going to comment every time a club is linked with Wilf Zaha, I will be talking about it for a long time.
"Wilf signed a long-term contract with Crystal Palace. He's very much our player.
"I'd be very surprised if there were any clubs out there who wouldn't think he's very good, but that doesn't mean to say they are going to try and buy him."