City had been in talks with Sane over a new contract but an agreement has not been reached and the Premier League champions fear that the 23-year-old has had his head turned by offers to leave.
Reports have also claimed that Pep Guardiola was unhappy with Sanes attitude at times this season which led to the winger being left out of the team.
City have also reportedly turned down Bayerns offer of €80m (£70.7m) for Sane and the German champions are considering whether to submit an increased bid.
But when asked about his future after Germanys 8-0 win over Estonia on Tuesday evening, Sane evaded questions about his future at City as well as a potential return to the Bundesliga.
Im going on holiday now, said Sane.