Kane made the prediction after Bayern’s elimination from the competition following a 1-1 draw with PSG in the semi-final second leg.
The England captain scored a late equaliser for Bayern, but it was not enough to overturn the deficit from the first leg, which the German side lost 5-4.
PSG therefore progressed to the final, where they will face Arsenal in Budapest on May 30.
Speaking to Sky Sports Germany, Kane said the French champions have a slight edge going into the encounter.
“In my opinion, PSG are slightly favourites in the final,” he said.
The Bayern striker also shifted focus to domestic ambitions after helping the club retain the Bundesliga title.
“We can win the double,” Kane added.
Arsenal reached the final after an impressive European campaign, setting up a highly anticipated clash with the Ligue 1 champions.
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