Ancelotti won the Bundesliga in his first season in Germany, but he was sacked at the start of last season after a defeat to Paris Saint-Germain in the Champions League.
“The experience at Bayern was a bit unusual," Ancelotti told DAZN.
“Things weren't going badly, we'd won almost all of the games in September.
“I think there was more of a philosophy problem: they didn't want to change things. I did."