He appears unlikely to return to Madrid after falling out of favour under Zinedine Zidane, although the 26-year-old insists he holds no ill will toward the coach.
Instead, the playmaker is focused on helping Bayern overcome a 2-1 deficit from the first leg when the teams meet again on Tuesday.
"I was treated very well here. It was three unique years when I won many titles," James said at his pre-match media conference.
"It also has something to do with respect for the club and the spectators.
"I don't have any hard feelings towards Zidane. I just want to play week in, week out. There's nothing against Zidane or this club.
"I am very happy [at Bayern] and just thinking of this game and of playing a good World Cup. Then we'll see what happens."
While plenty of eyes will be on James, the pressure is also on Robert Lewandowski to perform after he failed to fire in the first leg.
The striker has come under increasing scrutiny as speculation mounts over his future at the club, but Thomas Muller believes criticism of his team-mate is unwarranted.
"Lewandowski hasn't scored in the last few weeks but has 28 in the Bundesliga this season, which is a testament to him. His qualities are undisputed," Muller said.
"Real have a superb scorer [Cristiano Ronaldo] who did not score in the first leg either. But they won 2-1, so it does not get discussed."