The Germany international is out of contract at the end of the season and has attracted significant interest from some of Europe's biggest clubs in recent weeks.
Speaking to reporters at Bayern's training camp in Doha, Salihamidzic said: "Leon Goretzka is a great player, that's clear.
"But he is a Schalke player and we obviously respect that. But he is a Germany international and we can say that we are interested in him."
Salihamidzic's revelations come a day after Bayern coach Jupp Heynckes praised the 22-year-old, but suggested Barcelona are still interested.
"If I read it correctly, his manager [Jorg] Neubauer said that they have not yet decided. The Spaniards are still there in the race," Heynckes said.
"He is a bright, intelligent boy. He knows exactly what is best for himself."
Goretzka joined Schalke from Bochum in 2013 and has made 130 appearances for the Gelsenkirchen side, scoring 19 goals.