"Then I don't know what to say, I don't know the situation".
Willian was on Thursday linked with Barcelona, but Sarri ruled out the prospect of the Brazilian departing this month.
Bayern have made several bids for the 18-year-old England youth worldwide since the transfer window opened, with their latest bid reported to be £35 million.
"We play every three days, so we need something else".More news: Netflix to track and stop users from sharing their accounts with friends
'Being close to Chelsea, I want him to stay there.
When asked why he preferred Pedro to Hudson-Odoi, Sarri said: 'Pedro is very important for us, for characteristics. "They didn't respect our club".
"At the moment Morata is here, so I think he has to think only to play".
However, Hudson-Odoi is far from a regular starter for the London club, playing just eight games this season.
And former Chelsea winger Arjen Robben has encouraged Hudson-Odoi to take the chance and leave.More news: Warriors reportedly hoping center can return January 18 vs. Clippers
The England Under-19 global has played eight times for Chelsea's first team this season, but has featured in just 42 minutes of the club's 2018-19 Premier League campaign, which has led to frustration on his part.
Ruben Loftus-Cheek (back) is out and Morata (hamstring) is doubtful when the Blues face Newcastle, with Sarri hinting Hudson-Odoi and Andreas Christensen would drop to the substitutes' bench.
The Spaniard said: 'He is a good player, but he is very young. "You are better off getting your chance and if you get that chance then you have to take it".
"He is one of the best (young players) in Europe", Robben told beIN Sports.
'Bayern Munich? We are Chelsea, another great team and the Premier League is the most competitive league in the world.More news: Whoopi Goldberg Will Host The 91st Academy Awards... If Asked
"The Chelsea academy graduate is now just 4/5 to join the German champions during this transfer window, with a stay at Stamford Bridge priced at even-money".