"A decision has been taken. People who need to know, know. So everything is cleared up," the 25-year-old said after Schalke's 1-1 draw with Werder Bremen on Saturday evening.
He refused to reveal where he will play next season, but his contract at Schalke runs until 2012 and, unless he signs an extension, the Royal Blues will need to sell him soon or risk losing him on a free transfer in a year's time.
Bayern have long been linked to Neuer: fans protested against him coming to play for Munich the last time Schalke played at the Bavarian giants' Allianz Arena.
Munich have struggled to find a suitable replacement since ex-Germany captain Oliver Kahn retired in 2008 and Bayern are reported to be ready to pay 20m EUROS ($28.8m) for Germany's first-choice goalkeeper.
German daily Bild claimed last week Schalke are set to offer Neuer a bumper contract worth 21 million EUROS over the next three years, but the Royal Blues have since denied that.
Neuer has also been linked to Premier League giants Manchester United with Dutch goalkeeper Edwin van der Saar retiring at the end of the season.
Schalke face Sir Alex Ferguson's side in the semi-final of the Champions League on 26 April with the return leg at Old Trafford on 4 May.