The Poland international has regularly been linked with a move away from Dortmund over the past year and has been put forward as a Manchester United target.
The striker was also linked with a January switch to Juventus, while the latest speculation has claimed Lewandowski will join Dortmund's Bundesliga rivals Bayern Munich in the summer.
Lewandowski remained calm during the January transfer window, but says "everything possible" where his future with Dortmund is concerned.
"I knew I wouldn't leave Borussia this winter, that is why I kept my distance from most of the news," the 24-year-old told Przeglad Sportowy.
"I might have been nervous if that was my only source of information."
Regarding his Dortmund future, Lewandowski added: "I can't answer that question. Everything is possible. I'm not ruling out any possibility right now."