The Bundesliga side are said to be keen on the England international.
He has now scored in ten consecutive games for The Foxes in the Premier League - leveling himself with former Manchester United striker Ruud van Nistelrooy as the only two men to have done so in the Premier League.
Now he is one goal away from claiming the record for himself.
Of course such form has seen him catch the eye.
Big teams are being linked with the forward including those abroad.
Vardy has now scored 12 goals in 13 appearances for Leicester this season as he continues to thrive under the management of new boss Claudio Ranieri.
Vardy would suit the playing style pf Dortmund boss Thomas Tuchel - who demands a high pressing attitude from his forward player.
It seems unlikely that a move to Dortmund is on the way however but Vardy is surely on the mind of several big clubs in Europe.