Robben has been the subject of speculation that he could move to AC Milan.
"These rumours are totally unfounded. Arjen knows exactly what this club is all about. When he was injured for six months he got to see the seriousness and quality that exists at Bayern," said Rummenigge.
"I've talked to him, this story is completely laughable and exaggerated. Arjen has no intention of leaving."
Robben expressed his bitter disappointment after Bayern's Champions League exit to Inter Milan on Tuesday by criticising his teammates, noteably the defenders, with press reports linking him with a move to Milan, the team of compatriot Mark Van Bommel.
Bayern are fourth in the Bundesliga 16 points behind leaders Borussia Dortmund.