The German champions, devastating in the first leg of their last-16 tie in Lisbon on Wednesday, made the decision after a third defeat in four Bundesliga matches this year.
"Within the team council we had agreed that something was not right and we have decided to play more defensively," Klose said on Friday.
"The coach was part of every discussion," he added at a news conference following media speculation that Juergen Klinsmann had not been party to the decision.
"There was no team meeting where the coach was not present. That is absolute nonsense. We sat down and agreed to put more weight on the defence."
Bayern are fourth, four points off the pace and showing few signs of the defensive strengths that contributed to the double last season -- yet they remain in with a chance of a German Cup, Bundesliga and Champions League treble.
Their most recent defeat, 2-1 at home to Cologne last weekend, was especially bitter as their fans started booing and whistling halfway through the match.
It was after that defeat that the team council which includes Klose, Philipp Lahm, Lucio, Mark van Bommel, Martin Demichelis and Klinsmann agreed to a change of tactics.
