Klinsmann was sacked from his job as Bayern coach on MOnday morning after a poor run of results.
“Of course I am very disappointed at the moment,” Klinsmann told the club’s official website.
“Nevertheless, I give heartfelt thanks to FC Bayern Munich, the fans, the coaches, the players and staff for an eventful time.
“We have laid the foundation stone for the future. I still believe that the team can be German champions this season.”