Haaland, 21, has become one of Europe's top-rated strikers thanks to his scintillating form at Dortmund.
Dortmund snapped up the sought-after Norwegian striker from RB Salzburg after triggering his £17.1m release clause.
However, the German club now face the challenge of keeping hold of Haaland amid interest from Europe's biggest clubs.
Haaland's current deal with the Bundesliga side will expire in 2024, but his £68m release clause will become active in 2022.
Now, Salihamidzic has insisted that Bayern would look like "amateurs" if they didn't explore the possibility of signing the Norway international.
He told German TV channel Sport1 on Sunday: "He's a top player, and I hear a great boy too. You look there, but he's a Dortmund player. Sixty goals in 60 games.
"You have to look, otherwise we would be full amateurs."
Sky Germany (via Sky Sports) reports that Bayern would find it 'very difficult' to financially challenge rival European clubs in a move for Haaland.
Chelsea are expected to end their interest in Haaland this summer, with the Blues inching closer to a club-record £97.5m deal for Inter Milan striker Romelu Lukaku.
Speaking at Dortmund's training camp last month, Haaland revealed at the time that he had barely spoken with super-agent Mino Raiola amid rumours over his future.
"Before yesterday I hadn't spoken with my agent [for] one month," he said.
"So, you have the answer. I hope it's only rumours because it's a lot of money for a person.
Haaland added: "First of all, I have three years left on my contract. I'm enjoying my time here. But, of course, the trophy was important because that's what I want."