The Galacticos are just two games away from lifting their long-awaited tenth European cup, yet Welshman Gareth Bale knows there is still 90 minutes of football left in the encounter.
"We have a very hard game against Bayern, but we're looking forward to it,” he told uefa.com. “We like to attack, but [on Tuesday] we need to know how to defend, too.
"We are ready to give it our best shot. We haven't qualified for the final yet."
The pacey winger says that despite the expectation placed on his side, the players will be looking to win the tie playing “good football”.
"There is a lot of expectation at this club because you always have to win," he said.
"We won the cup and now we want the Champions League. We want to do the same in the Champions League.
“We are eager to play against the best teams and to win titles. We will look to play good football, as we always do."
Defender Sergio Ramos revealed it would be a “dream” to win the one major trophy missing from his personal cabinet.
"For me, it is a dream to win the Champions League," said the Spaniard.
"I am very lucky to have won nearly every title at a professional level, but there is still the Champions League to win.
“It means a bit more. It's not a constant obsession, but it would be a dream come true. To finally lift the trophy would be very satisfying."
Kick-off at the Allianz Arena in Munich is at 20:45 on Tuesday evening.