The Germany international has been linked with Liverpool and Chelsea this season.
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"You never know what will happen in the future," said Adeyemi after yesterday's 2-0 win at FC St. Pauli, but also stressed that he feels comfortable at BVB.
In January, a move toNapoli was imminent. The clubs agreed on a transfer fee of over €50m, but Adeyemi vetoed the offer.
Adeyemi is contracted until 2027. He scored his third league goal this season against St. Pauli.
The 23-year-old added: "I've gained confidence in the last few games. They were OK, but there's still room for improvement. I'm building on that."