Werner, 24, has a contract until 2023 and a release clause in the €50 million to €60m region which allows him to leave Leipzig this summer.
“Bayern are a great club, we don’t need to talk about it, and Hansi Flick has proven this season he is a really good head coach,” he told Bild.
“But if a move were to become an issue at some point, I would be more tempted by a move abroad than a move to Bayern.
“It’s just that the challenge of another league would appeal to me a little more than a move within the Bundesliga.
“Of course, it also important that mutual respect is there as much as possible. That’s why I chose RB Leipzig at the time, and why I would choose the club for [the] next step as one where I would get that feeling.”
Reports have suggested that Liverpool are interested in the striker and Werner said he was proud to be linked with “the best team in the world.”
However, Leipzig sporting director Markus Krosche has said the striker could stay at the club due to the uncertainties caused by the coronavirus pandemic.
Before the global outbreak halted the sport, Werner scored 27 goals in all competitions this season and helped Leipzig progress to the Champions League quarterfinals.