Robert Lewandowski's hat-trick saw the reigning Bundesliga champions cruise to a comfortable victory.
But the home side were not happy at all with a number of refereeing decisions during the game.
Referee Marco Fritz waved away a number of penalty shouts from Schalke.
And he then infuriated Schalke players and fans even more by giving Bayern a late penalty, which Lewandowski converted.
- 100 Messi skills that impressed the world
- CL group stage draw simmed 50 million times
- Check out our new GIVEMESPORT homepage
David Wagner bemoaned the decisions after the game.
"Bayern München deserved to win, albeit the scoreline was a little too high. We tried to defend in the first half, but we were too rash with the ball and barely kept it for a period of time," he told Schalke's official website.
"For me, we should have had two penalties for handball. I think despite the defeat, today’s game will help us to improve. I was happy with a number of things I saw, so there’s definitely plenty to build on."
The decisions he is referring to occurred in the 56th and 63rd minute.
Matija Nastasić powered a header at goal only for his effort to be blocked by the arm of Benjamin Pavard.
Schalke were then given a free-kick in a dangerous position seven minutes later.
Daniel Caligiuri's effort was goal-bound but was blocked by the arm of Ivan Perisic.
Fritz waved away protests from the Schalke players on both occasions.
And one Schalke fan has taken his decisions particularly badly.
Gelsenkirchen police tweeted earlier on Wednesday that they have received a complaint about the referee and VAR from a fan, which they are now investigating.
"One #Schalke Affiliate has filed complaint against the Referee and Video Assistant for fraud," they wrote.
"Reason: Two missed penalties in the game against #FCBayern. The police now check the facts."
Incredible. Just look at what VAR and the new handball rules are doing to people.
Everyone has been frustrated when a decision doesn't go the way of their favourite team but this is taking things too far.
Schalke's American Twitter account also wasn't amused with the refereeing decisions.News Now - Sport News