The Manchester United manager was at Berlin's Olympic Stadium on Saturday and saw Kagawa hit Dortmund's opening goal and set up the first of striker Robert Lewandowski's hat-trick as Champions League finalists Bayern were routed.
Kagawa still has a year to run on his contract, but has made no secret of his desire to eventually switch to England's Premier League with United tipped as the front-runners to sign him.
The Japanese star has scored 17 goals this season in all competitions to help Dortmund secure a second consecutive Bundesliga title and win the domestic double for the first time in their 103-year history.
The 23-year-old has stalled over signing a contract extension and stone-walled any queries on his future destination but teammate Mats Hummels believes Kagawa will leave.
"Shinji is a world class player, but honestly, I don't expect him to stay with us. Otherwise, he would have extended his contract by now," defender Hummels told German daily Bild.
"I hope he makes the right decision and thinks about that. I wish him all the best."
Kagawa has said he would only decide his future after the cup final at the earliest.
"We talk to him and tell him that we would be very happy if he stay with us," added Borussia defender Marcel Schmelzer.
Dortmund are now in a position to make a handsome profit by selling Kagawa, who cost the German club just 350,000 euros from Cerezo Osaka in 2010 but is now worth around 13 million euros.
Coach Jurgen Klopp said he could understand Kagawa's attraction to the Premier League, which is hugely popular in the midfielder's native Japan.
"We can not blank out Shinji's childhood and his Japanese culture," Klopp told Munich-based Sueddeutsche Zeitung.
"Back in Japan, the Bundesliga is nothing, while the English league is everything.
"It is a positive thing that Shinji is obviously finding this an incredibly difficult decision to make.
"Everyone who leaves us carries big doubts about whether they are making the right decision," he added, referring to midfielder Nuri Sahin who spent most of the season on Real Madrid's bench after leaving Dortmund.
Should Kagawa leave, his place in the middle of Dortmund's attack will be filled by new signing Marco Reus from Borussia Moenchengladbach.
Source: AFP
Source: AFP