"Schaun mer mal ('let's wait and see' in Bavarian)," Lewandowski told German daily Bild when asked about a possible move to rivals Bayern Munich.
The 25-year-old is out of contract at the end of the season and has been repeatedly linked to a move to European champions Bayern.
The Poland striker is set to make an announcement about his future in January, when he is expected to confirm his move to Munich for next season.
With 11 goals in 16 league games this season, Lewandowski says he is frustrated by Dortmund's lack of Bundesliga form with Borussia third and 12 points behind leaders Bayern Munich in the table after three defeats in their last five games.
"We all know we need to start winning again," he said. "We want to start against Hertha Berlin (on Saturday in the Bundesliga).
"We must really get going in the second part of the season and reduce the gap behind Leverkusen and Bayern. We are not allowed to drop any more points.
"Despite my 11 goals, I could have scored many more. "That's why I am not satisfied. But that's not only my problem -- that applies to the whole team.
"We did not drop that many points because we played badly but because we were too wasteful in front of goal. That's annoying."
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