"The truth is a cycle is over and that both sides would benefit if they went separate ways," the 29-year-old told Bild newspaper. "I did not think it was right to stay with the team when all signs point to a separation."
Demichelis, who was inconsistent for his club last season and with the national team at the World Cup, told Bayern coach Louis van Gaal he did not want to be part of the squad after he was not included in the starting team to face Wolfsburg.
Bayern won 2-1.
"He asked the coach not to be included in the squad (after not making the starting line-up)," Bayern chairman Karl-Heinz Rummenigge said.
Van Gaal, who opted for a new central defence with Holger Badstuber replacing Demichelis alongside Daniel van Buyten, said the player had to accept he would not be first choice this season.
"I made a choice and he has to accept it. Last season he was a starting player, this season not. He still has to process this and it is not easy," Van Gaal told Sky Television.
Demichelis has been at Bayern since 2003 and his contract runs to 2012.
