The 24-year-old has been linked with a move to Manchester United, but he has praised the Spanish coach for the impact he has made at the Bundesliga champions.
"He has different ideas from other coaches," Kroos told UEFA.com. "We have flexible players and I enjoy that because it fits in with my own way of playing.
"When we lose the ball we're told to retrieve it in the following three to five seconds. That's the case for every player – you have to run the extra yards."
Bayern visit Real Madrid in the first leg of their Champions League semi-final on Wednesday.