In the final minutes, the fans, many in mouth guards, stood up and sang and waved their yellow flags, the nickname is "The yellow submarine".
Already after eight minutes, Arnaut Danjuma gave Villarreal the lead, which became the winning goal.
After quick combinations, he angled in 1-0 after a direct shot from Daniel Parejo.
Giovani Lo Celso made the save, however.
The three created constant chaos in Bavaria's defense.
Just before the break, many thought that Francis Coquelin gave Villarreal 2-0 after a nice high shot from the left that went over Manuel Neuer and in via the far post.
But the incident was VAR-examined and it turned out that Coquelin was a few decimetres offside.
Bayern made a smooth figure and released plenty of goal chances and should be happy that it was only a loss with 0-1 before the return in Munich next week.