Hargreaves moved at the age of 16 from Calgary Foothills to Bayern Munich on 1 July 1997. He played in the Under-19 team for two and a half years before spending nine months with the Amateur team. While with the Under-19s the team reached the final of the German Championship in 1998. They lost in the final to Borussia Dortmund, but only after a penalty shoot-out in Dortmund’s Stadion Rote Erde.
On 12 August 2000, Hargreaves played in his first Bundesliga match against Hertha Berlin, making an appearance as a substitute for Carsten Jancker in the 83rd minute. His first start came against SpVgg Unterhaching on 16 September 2000 That season the club were Bundesliga champions and also won the UEFA Champions League, with Hargreaves starting the final in central midfield.Hargreaves is one of only two English players to have won a Champions League medal with a non-English club, the other being two-time winner Steve McManaman (who won the Champions League with Real Madrid in 1999–2000 and 2001–02).
In the 2001–02 season Hargreaves established himself as a first team regular. He made 46 appearances in all, with the club finishing third in the Bundesliga, making the quarter finals of the Champions League and being defeated in the DFB-Pokal by Schalke. The club regained their Bundesliga title in 2002–03, along with the DFB-Pokal. On 26 January 2003, Hargreaves scored his first Bundesliga goal in the game against Borussia Mönchengladbach.
2002–03 saw Hargreaves out injured on three separate occasions. In September he tore a thigh muscle, then in October a calf muscle. Towards the end of the season adductor problems meant he missed a further three weeks. Altogether he made 25 Bundesliga appearances, four in Cup games and three in the Champions League.
The 2003–04 season was Hargreaves’ first with Bayern without winning any silverware. After clinching the double the year before, the Bavarian side finished second in the Bundesliga, and were knocked out of the Champions League by Real Madrid. Hargreaves made a total of 38 appearances for the club in this season.
In 2004–05 Hargreaves picked up another German championship and DFB-Pokal. He made 27 appearances in the Bundesliga (one goal), played in three Cup games (two goals) and eight Champions League games. In the 2005–06 season, he added another Bundesliga and DFB-Pokal title. Hargreaves scored the first goal at the new Allianz Arena in a competitive match on 5 August 2005, against Borussia Mönchengladbach. In all, he made 15 league appearances (one goal), four cup appearances (two goals) and three Champions League appearances. In October 2005, he extended his contract at Bayern for another four years.
In the 2006–07 season, Hargreaves broke his leg, which kept him out of most of Bayern’s league campaign that season. He recovered in time to take part in Bayern’s victory over Real Madrid in the Champions League, progressing after an aggregate score of 4–4 thanks to their two away goals in the 3–2 defeat in the first leg at Madrid’s Estadio Santiago Bernabéu. However, Bayern were knocked out in the quarter-final by Milan and finished fourth in the Bundesliga, missing out on Champions League football for the first time since 1996.In total he played 145 top-flight matches in Germany for FC Bayern.