The Bavarians last tasted defeat against Bayer Leverkusen a year ago and their win against Augsburg on Saturday saw them beat Hamburg's long-standing record.
The Bavarians stormed to the German title last term, losing just one game on the way, a 2-1 home reverse to Bayer Leverkusen last November.
The club finished a total of 25 points ahead of nearest rival Borussia Dortmund and has made a flying start to the current season, having won all but two of its matches, draws with B04 and Freiburg.
Bayern has survived some the Bundesliga's most daunting away days during its extraordinary 37-match unbeaten run, including trips to Dortmund, Leverkusen and Schalke.
Hamburg set the original record between matchday 17 of the 1981-82 season and matchday 18 of the 1983-84 season, claiming two titles during the course of the run.