The Poland international seems to have become frustrated by the speculation and also said he did not want to talk about the rumours anymore.
Per Chris Burton at Goal, he said:
"I know this situation very well, I hear this speculation every year.
"These rumours do not interest me and I will not say anything more.
"I have no idea [where the reports have come from].
"I did not hear that they [agent Cezary Kucharski and Real Madrid] were talking. I think that's another piece of speculation."
Lewandowski had been said to dream of a move to the Santiago Bernabeu and views the summer transfer window as the time to leave Bayern for Spain, per Marca's Jose Felix Diaz.
The 29-year-old is well-known as one of Europe's most prolific strikers and shows no sign of slowing down. The UEFA Champions League account showed how he fared in 2017:
Lewandowski has continued that form in 2018 with four goals and an assist in four outings for Bayern. ESPN FC's Mark Lovell highlighted the rich vein of form he is in:
The striker virtually guarantees goals, and therefore it is little surprise to see him linked with Real. Zinedine Zidane's side have endured a dismal defence of the La Liga title and are 19 points behind leaders Barcelona.
Los Blancos have also been knocked out of the Copa del Rey, and their only remaining chance of landing silverware this season lies in the Champions League.
Part of Real Madrid's problems this season have been in attack where Cristiano Ronaldo and Karim Benzema have been unable to consistently find their top form. The former has just eight La Liga goals while the latter has only managed two.
Both players are into their 30s, and should Madrid end the season empty-handed, there is a feeling the club will spend big in a bid to strengthen the team and fight for titles again. Given Ronaldo and Benzema's form, a forward is likely to be a priority, and the club have the financial power to invest heavily.
The Bayern striker is not the only player who is believed to have interested Madrid. The club have also targeted Harry Kane, Eden Hazard, Neymar, Paulo Dybala and Mauro Icardi, per Marca (h/t Sport Witness):
Sport Witness @Sport_Witness
Hazard to Real Madrid talked up today by Marca. 'Continuous winks' on transfer, it's believed Hazard is 'accessible'. Neymar and Lewandowski other main targets. Kane, Dybala and Icardi all mentioned in passing. No mention of Andy Carroll. https://t.co/bvVJGeGGrf #cfc https://t.co/3WGBwGWC1g
Lewandowski may be tired of hearing the speculation, but if Madrid were to show an interest in the summer, it remains to be seen if he would be prepared to turn them down.