Arsenal head to German next week 2-0 down from the first leg at the Emirates Stadium last month, after club-record signing Mesut Ozil had missed an early penalty before goalkeeper Wojciech Szczesny was sent off as second-half goals from Toni Kroos and Thomas Muller put the Bundesliga side in control of the tie.
That, though, is more or less the scenario which faced Arsenal at this same stage of the competition 12 months ago, but they produced a remarkable performance at the Allianz Arena to win 2-0 and bow out only on away goals.
Wenger accepts it will take another Herculean effort to upset the form book and beat the European Cup holders outright, with Bayern currently rampaging clear at the top of the Bundesliga, in which they have won all of their home matches so far.
"We will have to go out there and go for it, because even at the worst, you have to think at the start that you have to score three goals," said Wenger, who must do be without England midfielder Jack Wilshere for the best part of two months because of a broken foot.
"Even if they scored one, that would not change our problem.
"So I believe we have to be proactive there and score goals."
Despite the odds heavily staked against his side, Wenger has seen enough football down the years to hold off on throwing in the towel over Arsenal's hopes of Champions League progress just yet.
"I haven't given up on that, no," he said.
"It is disappointing and difficult statistically, not likely to happen, but in football we have seen worse things.
"We can (maybe) play against 10 men after 20 minutes - you never know?
"What is important is that we are in good shape mentally before we go there and have good results and have a go.
"I am confident we can produce a stunning result over there.
"It is down to scoring the first goal, after that anything is possible."
With Wilshere recovering and Theo Walcott set to miss the rest of the campaign because of a serious knee injury, attack-minded midfielder Alex Oxlade-Chamberlain could be given another chance to impress against Bayern.
The England World Cup hopeful, 20, feels Arsenal are chasing anything but a lost cause.
"This time last year we lost 3-1 here and we went there and won 2-0, so we can take confidence from that," he said.
"It is never over in this game. We will go there with belief that we can do it."