The 24-year-old was tipped to join Bundesliga rivals Bayern Munich having previously been linked with Premier League sides Manchester United, Manchester City and Chelsea.
Lewandowski stunned Europe by netting four times in the UEFA Champions League semi-final for Dortmund against Real Madrid and Watzke said they had no plans to cash in on him this summer.
But, it would appear that Lewandowski would still would like a move.
Speaking to the German Press Agency, DPA, he said: "I do not think that this is the final decision of the board of directors and I expect the situation to change shortly.
"I am enjoying my holiday for now, but I hope things move forward pretty soon and the situation changes. I do not get upset about anything."