A late deflected Sidney Sam header gave Bayer Leverkusen a surprise 2-1 win at Bayern on Sunday.
The Bavarians, who lost out to Borussia Dortmund in domestic competitions last season before defeat in the Champions League final meant a second campaign without silverware, still have a four-point lead over second-placed Schalke 04 after nine games.
They had an eight-point lead earlier in the season last year but collapsed to see Dortmund race back and win their second consecutive league title. The champions are currently in fourth place, nine points behind.
"We now have to show that in November 2012 we can do things better than in November 2011," Bayern Chief Executive Karl-Heinz Rummenigge told reporters.
"I know we have a tough game at Hamburg SV on the weekend and we have to show that we can deal with the pressure better this year than last year."
Bayern had set a Bundesliga record eight days ago for the best start in the competition's 50-year history with eight straight wins before losing at home to Leverkusen for the first time in 23 years.
In the Champions League Bayern are less dominant than last year, on six points after three games alongside BATE Borisov and Valencia.
Coach Jupp Heynckes, though, is certain the team have learned their lessons and will not repeat mistakes of the past.
"We still have a comfortable advantage in the Bundesliga," Heynckes told reporters. "This defeat will not derail us."
There was good news for Bayern with winger Arjen Robben making a substitute appearance on Sunday after a four-week injury break while striker Mario Gomez is also preparing to come back following surgery in August.
Before playing Hamburg, the Bavarians take on second division Kaiserslautern on Wednesday in the German Cup second round.
While injury-hit Kaiserslautern - third in the second division - should not be a major obstacle for Bayern, the league leaders will not be taking things for granted.
"We lost one game, not more and not less and we still have the lead in the Bundesliga. But we need to be very careful," warned captain Philipp Lahm. "The first thing we have to do now is make sure we win on Wednesday and advance."
