Bayern Munich coach Pep Guardiola has snapped back at Borussia Dortmund's Sebastian Kehl, who ironically advised the Bavarians to practise penalties instead of complaining about the referee after his side's Cup semi final shoot out win over the Bundesliga champions.

"If Bayern can't take penalties, they have to practice them," the veteran midfielder told Sky after Bayern failed to convert any of their four spot-kicks.

"I think that it's crazy Bayern now try to put the blame on the referee," Kehl said.

"They've done it quite often when getting defeated by us."

"I have some advice for Kehl: when you're trailing by more than 35 points (in the Bundesliga), you should shut up," said Guardiola, a finger in front of his mouth, in Friday's press conference.

"Now we have time to practise since we're already champions," added the Catalan who saw his team win its third straight Bundesliga last weekend.

But their hope of winning the treble were ended on Tuesday after losing 2-0 to Jurgen Klopp's men on penalties after their German Cup semi-final finished 1-1 after extra time.

Before Dortmund equalised after 75 minutes, referee Peter Gagelmann denied Bayern a clear penalty when Borussia left back Marcel Schmelzer blocked a Thomas Muller move with his arm.

"We played against 12 man today," Bayern Munich CEO Karl-Heinz Rummenigge later complained.

Guardiola also told Kehl he was always respectful with his opponents: "I never make fun of anyone, even when I win," he explained.