Bayern will become the first side to play a Champions League final at their own stadium when they take on Chelsea at the Allianz Arena on May 19.
But Hoeness said: "I would just like to point out that we have another important game on Saturday.
"And that is against Dortmund. This game must not just be a side attraction.
"This game is equally as important as the Champions League final. We want to end what has been a good season so far with a title, and the DFB-Pokal is also a title."
Hoeness does not feel his side will need any extra motivation from coach Jupp Heynckes when they take on the Bundesliga champions at Berlin's Olympiastadion.
"We have lost four times in a row to them so we have a score to settle," he added in Munich's Tz newspaper.