The Swiss international has been heavily linked with a number of top European teams in recent weeks, including Liverpool, Monaco and Juventus.
Despite recently suggesting that he could be tempted to leave the German champions, Shaqiri believes that he will remain in Munich for the 2014-15 campaign.
"I am a player of Bayern Munich as I am under contract with the club," he told Bild. "Basically, I believe I will be staying on at Bayern Munich."
Shaqiri's current contract with Bayern is due to expire in 2016.