Rafinha, 31, said he had received "a few offers" from clubs in England, but added that he was "very happy" at Bayern.
The Brazilian right-back has made 18 league appearances for Bayern this season, scoring one goal. His contract at the Allianz Arena expires in June 2018.
Arsenal, Liverpool and West Ham have all been linked with the player, who has spent most of his career in Germany.
"I don't like to talk about offers – I have managers for that. But it's true, those offers are real," Rafinha told FourFourTwo. "I have a few offers from Premier League clubs.
"I'd rather not say [which clubs] because it's confidential. I'm playing for Bayern Munich, one of the greatest clubs in Europe. I'm very happy here, but I am also happy to know that there are other clubs interested in my work.
"It's not the first time that something like that has happened. Obviously, every player is fascinated by the Champions League. I would like to learn another language. Why not?
"I always follow the Premier League matches. It's very exciting watching a tournament where six or seven teams can fight for the title. It's probably the best league in the world."
Rafinha said he could handle the physicality and speed of the Premier League, but conceded that he was still unsure about where he would be playing his football next season.
"We never know what will happen in our future as a footballer, especially when you are playing for such a big club. I really don't know what will happen this transfer window," he said.
Bayern wrapped up a fifth successive Bundesliga title with a 6-0 win over Wolfsburg at the Volkswagen Arena on 29 April.
They were knocked out of the Champions League at the quarter-final stage by Real Madrid last month.