Around 300 red seats were left unoccupied at kickoff with a large banner stating "64 pounds ($98.82) a ticket but without fans football is not worth a penny".
When the Bayern contingent took their seats, applause rang around the stadium from home and visiting supporters.
A number of fan groups connected with the Bundesliga champions, including Club Nr 12 and FC Bayern Worldwide, organised the protest over what they said were exorbitant prices.
"We will not go into the stands for the first five minutes of the game ... in order to raise awareness about the increased ticket prices," the Club Nr 12 group said on its website.
Fans' groups said prices, not only for the Arsenal game but for the German team's other away matches, were too expensive.
It cost 50 euros to watch Bayern's Champions League game at Olympiakos Piraeus on Sept. 16 and a ticket for the Dinamo Zagreb visit on Dec. 9 will be worth 40 euros.
A BBC survey published last week found Arsenal tickets were the most expensive in the Premier League, priced at up to 97 pounds.
Bayern's cheapest season ticket in the Bundesliga, where standing is still allowed, is 140 euros ($158). The cheapest seats cost 340 euros for the season.
(Editing by Tony Jimenez)
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