The Bundesliga champions were 1-0 winners in the UEFA Champions League tie at an empty Arena Khimki, Thomas Muller's first-half penalty settling matters.
With the match played behind closed doors after CSKA were sanctioned by UEFA for the behaviour of their fans, who displayed "a range of racist and far-right symbols" in a Champions League match with Viktoria Plzen last December, Bayern enjoyed the lion's share of possession.
Indeed, Pep Guardiola's side played 918 passes in the match - a club record in the Champions League - but Slutsky was not overly concerned by that stat.
"We are more interested in the other indicators," he said, "For example, shots on goal - 8-5 in favour of [Bayern], the gap is not so big."
The Russian side have now lost their opening two Group E matches and Slutsky was left to reflect on whether his system of employing three central defenders would be of use in future European matches.
"We played with a different formation this time and used three central defenders. We wanted to catch them at the break," he said.
"I can't say we fulfilled our plan, but I think we had enough opportunities to score at least a goal.
"[It] was a completely different performance compared to the 5-1 defeat at Roma."
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