They've issued a statement reminding fans not to attend training sessions.
"It was certainly a very unusual feeling holding a training session in small groups today, but it was also nice to see the boys in person again," said Bayern captain Manuel Neuer.
Training began with a warm-up routine, followed by running and shooting drills and technical training which were "elements in which the necessary social distancing can be adhered to."
The German champions said all hygiene measures were "strictly observed" and no members of the public were present.
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