Dortmund were said to be leading the race for the full-back but it appears a potential deal has fallen through.
"I'm not going to BVB," he told Blick. "We couldn't come to an agreement. There's nothing more to say about that."
Lichtsteiner also confirmed he has no desire to "chase money" by joining a club in the Chinese Super League.
"I'm definitely not going to China," said the 34-year-old. "I don't chase money and I need a certain quality of life in my next move.
"My wife and my children need to feel good, which wouldn't be the case in China. And I don't need more money."
Lichtsteiner could make his final appearance for Serie A champions Juve on Saturday, when they host Hellas Verona.