"When my wife and I are settled in our house, I dream of collecting all my things and building a private museum. It will be for me, my family and my close friends," Robben told Bild.
"I have so many souvenirs — shirts of other players. I kept the ball from the 2013 Champions League final (Bayern beat Borussia Dortmund 2-1 and Robben scored a late winner).
"There are boots that I have worn at European Championships and World Cups."
Robben, who played for Chelsea and Real Madrid before joining Bayern in 2009, added: "The idea is to pull everything together so that nothing is lost."