The left-sided defender, whose contract was set to expire next June, came through the ranks at Valencia before signing a five-year deal at the Allianz Arena on Monday.
However, Bernat was eight years old when Valencia lost the 2001 UEFA Champions League final to Bayern on penalties and admits he can still recall that disappointment.
"Of course I'm not too fond of the memories I've got of the game back then," he said. "But now everything is different.
"I am very happy to be here.
"Bayern Munich has given me the opportunity to move here and I did not have to think too long about the decision.
"I am an avid follower of Pep's [coach Guardiola] philosophy and hope that I can still learn much from him."
Bernat's style of play has drawn comparisons to compatriot and Barcelona full-back Jordi Alba - a source of pride for the 21-year-old.
"We have similar systems, the comparison makes me a little proud," he added.
