The towering centre-back, who has made more than 100 league appearances for the club since arriving from Bayer Leverkusen in 2004, was believed to be unsettled by the fact that he will not be assured of a first-team place next season.
And the news was thought to have alerted the cash-rich Blues, who are expected to fail in their attempt to lure Chelsea and England captain John Terry to Eastlands this summer.
Lucio - who has won 84 caps for his country and recently headed home the winner in the Confederations Cup final - is not the first Brazilian Bayern player to be linked with Mark Hughes' side during the close-season, with midfielder Ze Roberto eventually opting to choose Hamburg over City.
And Bayern spokesman Markus Horwick has revealed that there has been no contact from any team for the Brazilian stalwart.
“Bayern have not met with anyone regarding Lucio, who is currently away on holiday,” Horwick told Deutsche Presseagentur.
“We hope he has a good time before returning to pre-season training with us.”
NEWS: City linked with Lucio
NEWS: Hamburg seal Ze Roberto signing
NEWS: Ze Roberto tipped for City switch
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