On 15 January 2017, Rudy was transferred to Bayern Munich on 1 July 2017 after his Hoffenheim contract expired. On 6 August 2017, Rudy made his debut in a 5–4 penalty-shootout victory over Borussia Dortmund in the 2017 DFL-Supercup. In his first Bundesliga match with the club, he provided an assist from the free-kick to his fellow Bayern newcomer and his former Hoffenheim teammate Niklas Süle in a 3–1 win over Bayer Leverkusen. Rudy scored his first goal for Bayern Munich in a 3–0 victory over Hannover in the Bundesliga.