Former Bayern Munich midfielder Sebastian Rudy conceded he was at fault for the goal that set his old club on the way to a 2-0 victory over Schalke at the Veltins-Arena.

James Rodriguez drifted away from Rudy to nod in Joshua Kimmich's near-post corner in the eighth minute, with Bayern doubling their advantage after the break when Robert Lewandowski converted a penalty.

Rudy, who Bayern sold to Schalke in August, held his hands up over the opener as his side crashed to their fourth successive loss to start the Bundesliga campaign.

"That was my fault, no question," Rudy said in quotes published on DW.

"I saw him too late and by then it was too late to stay with him."

Head coach Domenico Tedesco spoke to his players in a huddle on the pitch after the game and goalkeeper Ralf Fahrmann admitted Schalke must start listening to their boss' advice.

"Against a possession team like Bayern, you really can't be conceding dangerous set-pieces," added Fahrmann.

"We're conceding too many goals at the moment anyway. Maybe it's a lack of concentration, maybe it's bad luck, but there's no excuse. The coach gives us the instructions and it's up to us to start acting on those."