The 18-year-old has already been the subject of three unsuccessful bids from the Bavarian outfit, who now have a fourth offer of £35m being weighed up by Chelsea.
Head coach Maurizio Sarri and his assistant Gianfranco Zola have both implored Hudson-Odoi to stay put at Stamford Bridge, and left-back Alonso has followed suit.
Chelsea star Callum Hudson-Odoi has warned the club they risk losing him on a free if they block his wish to join Bayern Munich.More news: Chelsea Closing In On Gonzalo Higuain
Hudson-Odoi's path to first-team football is now blocked by Eden Hazard, Pedro and Willian, and he's likely to see more consistent playing time at Bayern considering their ageing stars Arjen Robben and Fran Ribery don't start every game and will leave at the end of the season.
Hudson-Odoi has only seen 42 minutes of Premier League football this season.
"He's a very interesting player that we absolutely want to sign", director Hasan Salihamidzic told reporters, according to FourFourTwo.More news: Man accused of stealing roommate's winning $10 million lotto ticket arrested
But according to Rudiger, the England Under-19 worldwide is seemingly contemplating life in Germany.
The young Chelsea winger dazzled with an impressive performance against Spurs in the League Cup on Tuesday night, but it all seems a little too late for the Blues, who have been doing their best to try and convince him into staying.
'All credit to him, he has shown what he is capable of, shown why he is getting this attention and hopefully he signs his contract and does it many more times for Chelsea'.More news: Still time to get flu shots: Sherlock
"The guy stopped, if we have to wait for VAR I think he has to continue, but he stopped in the middle of the park". He is a young player who has great potential to evolve. "I won't it to go well for them on a personal level, but I also want them with me".