Haaland enhanced his burgeoning reputation with two goals on Thursday as Dortmund defeated RB Leipzig 4-1 in the DFB-Pokal final at the Olympiastadion in Berlin.
That brace took the Norwegian international’s tally for the season to 39 goals in 39 appearances across all competitions.
Rumours surrounding Haaland’s long-term future at the Signal Iduna Park only intensifies on the back of such impressive performances, with the likes of Barcelona, Chelsea and Manchester City linked with moves for the former Molde forward but Watzke insists Dortmund are under no pressure to sell.
"You always have fears in my job," Watzke said after Thursday's DFB-Pokal victory.
"We definitely want to keep Erling with us next season. You can see his value, you saw how committed he is last Saturday against Leipzig, with joy.
"Besides we still have it in our own hands, we just have to win twice more now. We have managed the club solidly for so many years, when we go into the second or third year of the coronavirus, then we have to take out a few loans at some point we will pay them back.
"But there is absolutely no economic need to sell him, regardless of whether it is a Europa League or Champions League."
Haaland has a contract with Dortmund until the summer of 2024.