The Germany winger joined Bayern earlier this month.
"Our relationship is good," he said. "There was never a point when one of us was fed up with the other.
"I'm grateful for everything he's taught me. Pep Guardiola has helped me to reach a very high level.
"He's very meticulous and wants to help the players progress every day. In terms of his tactics, he's persistent - but that's a positive thing which helped me.
"We even lived in the same building, so we saw each other regularly."