The 22-year-old joined the German champions from Barcelona in the summer, although he has been injured for the majority of the season.
"Coming to Germany and signing for Bayern was the best decision of my life. I prefer to play in the starting XI, but I don't care what position. I'll play anywhere but goalkeeper for Bayern," he told reporters at a press conference.
Thiago had widely been linked with a move to Manchester United in the summer, but signed a four-year deal with Bayern following talks with former Barcelona boss Pep Guardiola.