The Spanish giant has been linked with both the Poland international striker and the versatile defender, but the German club insist that it will not be selling.
Bayern Munich chairman Karl-Heinz Rummenigge has warned Real Madrid that Robert Lewandowski and David Alaba are going nowhere.
Lewandowski's agent Cezary Kucharski recently revealed that Madrid has been in touch to discuss a potential move, while the European champion has also been heavily linked with Alaba.
However, Rummenigge is adamant that the duo will stay at the Allianz Arena, as Bayern is under no pressure to sell.
"We closed the door on them," Rummenigge told Sport Bild when asked about Madrid's interest.