Kane joined the German champions from Tottenham Hotspurs this summer for £86m.
The 30-year-old has won a plethora of individual awards in his career but is yet to win a major trophy, having lost Champions League and Carabao Cup finals with Tottenham Hotspurs and the EURO 2020 decider with England.
At Bayern Munich, Kane is highly assured to get some silverware in his cabinet.
The Bavarians have been crowned champions of Germany in each of the last eleven seasons.
Kane has started his Bayern Munich career with three goals in as many Bundesliga games.
"It's definitely a different pressure compared to what I felt at Spurs," the striker told The Independent's Miguel Delaney.
"Of course we wanted to win things at Spurs but if you went a couple of games without winning then it wasn't a disaster.
"The feeling at Bayern is that you have to win every game. We won the first two games 4-0 and 3-1 and there was still talk about not being too happy about the way we played. That's part and parcel of being at one of the biggest clubs in the world."
"We've had a good start and I'm enjoying feeling those different emotions and that's part of the reason that I wanted to go," Kane continued.
"And we start the Champions League campaign when we get back, which they expect to win - or have a good chance of winning. So you're going into those games with maybe a different feeling to what I've had in the past."
