The Bavarians and a host of other European clubs including Real Madrid have been linked with a move for the 20-year-old.
Haaland's departure could be hastened if Dortmund miss out on next season's Champions League.
Dortmund are four points behind Eintracht Frankfurt in the final qualifying spot for the competition with eight games left of the Bundesliga campaign.
"Where do these rumours come from? I don't know anything about them," Rummenigge told newspaper Bild when asked if Haaland was a target for Bayern.
"I can say just one thing: we have the best footballer in the world in that position. Robert Lewandowski has a contract until 2023," he added.
Rummenigge said the 32-year-old Poland forward, voted FIFA's best male player of 2020, was far from retirement.