David Alaba gave Bayern a perfect start in the fourth minute yesterday, with further goals from Mario Mandzukic and Arjen Robben ensuring a winning start.
"I could hear from fans today, 'Finale, Finale,' but let's keep our feet on the ground. We need to go step by step," Robben said. "It's early in the season. The most important thing is to concentrate on ourselves, improve as we go on. It was a good start."
Ronaldo stole the attention for Madrid, while two-time Italian champion Juventus came from behind to draw 1-1 at Copenhagen in the other Group B match.
Wayne Rooney proved he is back to his best following a summer of upheaval as he scored twice to help Manchester United to a 4-2 victory over Bayer Leverkusen and Shakhtar Donetsk won 2-0 at Real Sociedad.
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In Group C, Paris Saint-Germain crushed Olympiakos 4-1 and Benfica beat Anderlecht 2-0.
Bayern, which appointed Pep Guardiola as coach after claiming an unprecedented treble last season, was rarely troubled by the Russian league leader.