With England captain Kane standing over the penalty spot, Bellingham walked up to him and whispered in his ear.
The Munich clash also pits two England superstars against each other.
Harry Kane has his eyes set on Robert Lewandowski's record for most Bundesliga goals in a season after scoring twice in a 2-1 victory over Eintracht Frankfurt, but the England striker acknowledges he needs "to get a move on".
The Bavarians, who saw Bayer Leverkusen end their 11-year-Bundesliga reign by securing the league crown two weeks ago, have only the Champions League trophy to fight for with departing coach Thomas Tuchel eager to leave on a high note.
Bayern Munich will meet Real Madrid, who beat holders Manchester City on penalties on Wednesday.
“They are fine and only went to hospital for a routine check-up,” said a spokesperson for the England captain.
The former Tottenham striker enjoyed a prolific record in north London derbies and a summer change of scenery made no difference.
The England captain is however no closer to that elusive first piece of silverware.
Kane is back in north London for the first time since leaving Tottenham last year as Bayern prepare for Tuesday's Champions League quarter-final first leg at Arsenal.
Harry Kane broke England's all-time goalscoring record with his 54th international goal in Thursday's Euro 24 qualifying opener against Italy.
The victory was Spurs' first in four games after a demoralising 10 days during which they also crashed out of the FA Cup and lost to Wolverhampton Wanderers in the league
Tottenham Hotspur blew away the gloom of a demoralising 10 days as Harry Kane's double helped them to a 3-1 defeat of Nottingham Forest to cement fourth spot in the Premier League on Saturday.
Harry Kane was lauded as the greatest of all time after his record-breaking strike against Manchester City.
Manchester City striker Erling Haaland can improve by watching and learning from his Tottenham Hotspur counterpart Harry Kane, manager Pep Guardiola said before the Premier League champions travel to the north London club on Sunday.
Harry Kane became Tottenham Hotspur's joint all-time record goalscorer with the winner in his side's 1-0 victory at Fulham in the Premier League on Monday.
Manchester City got back to winning ways in thrilling style after coming from two goals down to beat Tottenham Hotspur 4-2 on Thursday, a victory that moved the champions to within five points of Premier League leaders Arsenal.
Tottenham manager Antonio Conte backed Harry Kane to keep smashing goal records as the striker looks to overtake Jimmy Greaves as the club's all-time top scorer.
France captain Hugo Lloris has announced his retirement from international football at the age of 36, three weeks after his country lost the World Cup final on penalties to Argentina in Doha.
Harry Kane fired Tottenham past third-tier Portsmouth and into the FA Cup fourth round on Saturday.