The 31-year-old signed a one-year deal with the Bundesliga and Champions League holders last week after his two-season stay in Paris came to an end.
Choupo-Moting scored nine goals for the French giants, including a stoppage-time winner in the Champions League quarter-final clash with Atalanta in August.
He subsequently came off the bench in the defeat to Bayern in the final.
Speaking at a media conference on Monday, Choupo-Moting revealed: "After it ended with PSG they wanted me to stay. However, I did not accept and I am very happy to be here now.
"There have been other offers which have been very interesting. When I heard from Bayern I was not shocked but it was certainly an honour since they are a big club and the current European champions."
Choupo-Moting, who has previously played in the Bundesliga for Hamburg, Nurnberg, Mainz and Schalke, says he watched Bayern's superb treble-winning campaign last term admiringly and tipped them for Champions League glory despite his own side still being in the competition.
"I am confident enough to believe I can help Bayern win many titles again," he added. "Who knows, maybe another treble?
"It was an amazing feeling to face Bayern in the final. I'll be honest, I spoke to the guys before the quarter-final and told them that Bayern were my favorites to win the title. I told that to Neymar, amongst others.
"Many had Barcelona or other teams on their mind, but I still follow the Bundesliga closely and the previous six months had been impressive from Bayern. That makes me even happier to be here now."