It seemed as though a transfer to Bayern was out of the question, however, with manager Jupp Heynckes appearing to rule out a potential summer switch.
"I have never seen him play, therefore, I am not able give an opinion on him," he said earlier this week.
"I don't think there is interest here. He always gets put into the shopping window but nobody really goes after him."
However, Malcom, who has contributed eight goals and six assists to Bordeaux this season, is not giving up hope of a potential move to the German giants, having decided to seek pastures new.
"Bayern is one of the biggest clubs in the world and it would be a dream to play there one day," he told Sky.
"It makes me happy that they are thinking about me. I will keep working hard to improve and, who knows, a transfer to Munich might become reality soon."
When asked if he intended to leave the French club, he added: "I think that time has come. I worked well here and I am thankful to Bordeaux.
"But I need a new challenge and have new goals.
“I’ll take care of football, it’s going to be about Bordeaux, so we’ll see in a few weeks.”
Arsenal are understood to still be interested in Malcom after pulling out of a January move, and the Premier League is also under consideration.
He added: “The Premier League is also a very interesting option.
“I learned the language quickly, had no major difficulties. French was much harder, so in England I would be fine. But, in the end, I can integrate anywhere."