Sancho, 18, is currently the leading assist provider across Europe's top five divisions, despite only earning his first start in the league this weekend.
Overall, the England U17 World Cup winner has nine assists and one goal in three starts across all competitions.
And Dortmund's head of licenced player department, Sebastian Kehl, said his recent new deal has no release clause as a result of interest in the player.
"We are not naïve to not take note of other club's interest," Kehl told Sky, as quoted by Sport1.
"The lads are doing a grand job right now. And thus, there will always be enquiries for the players we have here."
"Especially for players like Jadon Sancho, who has been invited to the England senior squad for the first time."