There had been speculation that Neuer could be a transfer target for Manchester City in January, but the rumours were swiftly dismissed by Pep Guardiola.
Neuer has also now made it clear that he would not have been interested in a transfer and he remains happy at Bayern, where he is committed to continuing the club's success for many more years.
The Germany goalkeeper has been at the Allianz Arena since making the move from Schalke in 2011, and last year helped Bayern win the Bundesliga, German Cup, UEFA Champions League and Club World Cup.
"It would be great to play for this club for a long time," Neuer told Munchener Merkur.
"There is no reason to move clubs as it would be weird not to want to play for the best club in the world.
"I am a Bayern Munich player and I will stay on a player of Bayern Munich."
Neuer is well established as a senior player at Bayern and is always ready to take on responsibility, but he feels current captain Philipp Lahm is better placed to lead the team.
"If the team or the manager want me I would not reject the armband to be captain of Bayern Munich at any point in time," he said.
"Still, I prefer this job to be done by an outfield player."