By FOX Sports staff
The Bavarians make the trip to North London on Tuesday to play the Gunners in the first leg of their last-16 UEFA Champions League tie.
Bayern are considered favourites to progress past the English side (the second leg will be played in a fortnight's time) as they are currently flying high in Bundesliga with a 15 point lead while Arsenal are struggling in fifth place in the Barclays Premier League.
However, with the first leg being played away, Rummenigge is not about to let his team get carried away with overconfidence.
"We go to London with two targets: First, to avoid defeat, and second, it would be good to score," he said on the club's website.
"That would put us in a good position for the return."
He added: "We can take nothing for granted. The Champions League only gets going for real once you reach the knockout stages."
"You can't afford even moments of weakness, you have to be totally focused right from the start."
With no hope of winning the Premier League title, Arsenal's season took a turn for the worse when they were sent packing from the FA Cup early at the hands of npower Championship side Blackburn Rovers.
"I wasn't happy about that," Rummenigge said.
"I know from my own experience that you're incredibly angry, and that can release reserves of energy [for Arsenal]."
Meanwhile, Bayern president Uli Hoeness believes Arsenal are "exceptional at home" and is expecting a tough match.
"We'll have to work very hard for a decent result," he said.