The 59-year-old Dutchman led Bayern to the Champions League final as well as the German league and cup double last season, but three straight recent defeats have cost him his job.
His contract had been due to run until June 2012, but will now be terminated at the end of the season.
"I hope that I can leave this club through the front door, I want to leave with my pride intact," the ex-Barcelona and Holland coach told German daily Bild.
"It is important for my honour as a coach.
"I already have a fantastic year behind me, but I still want to reach these goals."
In the wake of last weekend's 3-1 league defeat at Hanover, Van Gaal was informed by Bayern chairman Karl-Heinz Rummenigge on Monday his contract will be terminated in May, a year earlier than planned.
Van Gaal's team are bidding to secure a place in the quarter-finals of the Champions League and face holders Inter Milan on Tuesday holding a 1-0 lead from the first leg of the Round of 16 tie.
"Of course I am disappointed, I love this culture, I love the fans, but I think it is better for both sides if I go," said Van Gaal.
"We have different philosophies."
The Dutchman said he will resign early if he believes he can do no more for Bayern, but left the door open to a return to coaching in the future.
"Normally, I think I will take a year's sabbatical and then I'd like to coach a national side again," he said.
"If a nice challenge comes up for me, I will consider it."
Bayern Munich host Hamburg in the Bundesliga later on Saturday.
Van Gaal aims to leave Bayern on high note
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