The Colombia international is on a two-year loan in Germany but has answered suggestions he could return to Real Madrid in the near future
James Rodriguez insists he is happy at Bayern Munich, but has refused to rule out a return to Real Madrid.
The Colombia international moved to Allianz Arena on a two-year loan last summer, with Bayern holding a non-obligatory option to buy the attacking midfielder.
It has been reported that the purchase option stands at £37 million, but Bayern's CEO Karl-Heinz Rummenigge claimed on Tuesday that he and his side are in no rush to make the move permanent.
And Rodriguez, who played in Bayern's 2-1 Champions League quarter-final first leg win over Sevilla on Tuesday, says he does not know what will happen in the future as his Bavarian stay continues.
"Back to Madrid? I do not know, in the future you do not know what's going to happen, you have to think about what's happening now and this club is my present," he told Fox Sports.
"I'm happy at Bayern, I'm playing more and that's good for me. I'm thinking only of Bayern."
The 26-year-old has made 29 appearances for Bayern in total this season, scoring five goals and providing 11 assists, and has also been linked with Chelsea and Manchester United.
Bayern are on course for the Champions League semi-finals after their first-leg victory over Sevilla, and are also closing in on the Bundesliga title.
However, Rodriguez is aware of the challenge of completing a memorable double, with the likes of Madrid, Barcelona and Manchester City standing in Bayern's way in Europe.
He added: “We are fine, we are enjoying a good period, but there are other big clubs that always play in the Champions League and always want to win it.
“We go match to match and step by step.”