The Roten director analysed the game once more during the summer break, but was unable to find out what went wrong for the German giants at the Allianz Arena in May
Despite having home advantage and grabbing the lead late in the game courtesy of a Thomas Muller header, the Premier League side eventually proved to be too strong for Bayern after penalties, and the former Germany star remains flabbergasted by the outcome of the encounter.
"You can only see what really happened when you look at it without emotions. I watched the Champions League final again during my holiday, and I have to admit that it was rather interesting," Rummenigge stated to TZ.
"However, I understand even less how exactly we managed to lose this game against Chelsea. This was a once-in-a-lifetime chance, and we didn't grab it. We will always be reminded of this.
"You play the final in your own stadium against a team that you must beat. It was not a matter of having the chance to beat them. We simply had to beat them.
"And somehow we managed to lose the match after a penalty shoot-out."
Bayern started the 2012-13 campaign on a high with a 2-1 DFL-Supercup win over Borussia Dortmund, while beating Jahn Regensburg 4-0 in the DFB-Pokal.
They are currently preparing for their Bundesliga opener away against Greuther Furth on Saturday.