Having been at Bayern since he was a kid, Hargreaves was better prepared than most to make his £17million summer move to United.
"The atmosphere at the club and the people - and not just the footballers but all the staff - are something else.
"It is such a positive, confident place, probably because of the amount of success everybody's had. You can feel it."
Hargreaves will line-up with his United team-mates tonight in his first Champions League game with his new club after a lengthy injury lay-off.
Last season the Red Devils once again came up short on the final lap when they lost in the semi-finals to AC Milan.
But Hargreaves told The Sun: "The players have to tell themselves they lost the semi-final to AC Milan - not some pub team.
"You look at the way Kaka and Clarence Seedorf played at Old Trafford and then in the San Siro in Milan - they were out of this world.
"On their day Milan can batter anyone.
"There are perhaps 10 teams who can win the Champions League, maybe less, but there can only actually be one and to lose to AC Milan is no disgrace.
"The current United squad is definitely strong enough to win the whole thing.
"But how we play now won't influence that - it is how we play in March, April and May that matters."