The Bavarians' honorary president said his side will have to perform better in the Bundesliga after their friendly defeat on Saturday.
Bavarians boss Pep Guardiola experimented with a three-man defense in Saturday's friendly, but the tactical tweak back-fired as the treble-winners fell to a shock defeat.
The club's honorary president kept a close eye on the game and said Bayern will need to respond in positive fashion when it returns to Bundesliga action against Borussia Monchengladbach on Friday, on the back of the winter break.
"We have to understand the defeat as a warning. In the last six months everything has been harmonious," Beckenbauer said. "Salzurg were superior in all respects and we will have to concentrate fully against Gladbach, which I'm sure we will."
Bayern resume league action sat top of the Bundesliga on 44 points - seven clear of second-placed Bayer Leverkusen.