Gladbach have dropped only two points all season at home, and they were relinquished only in the final minutes of their last game of 2013 against Wolfsburg.
They trail Bayern by 11 points and would be doing themselves and the rest of the division a favour with victory at the Borussia Park Stadion on Friday night, and that is their aim.
"If we don't believe that we can beat Bayern, then there would be no point in us even going out there," said midfielder Granit Xhaka to Germany's Bild newspaper.
Forward Max Kruse, who has scored eight times this season, believes Gladbach were not all that far away from Bayern on the opening day of the season.
"In spite of a 3-1 defeat, we showed that we can hold our own with them," said the Germany international.
"We want to be the first team to beat Bayern."
Salzburg showed them how it can be done in a friendly last Saturday. A 3-0 victory for the Austrians has served as a reminder to Bayern that they cannot afford to drop their guard for a second.
"That was maybe good for us," said midfielder Thomas Muller at a press conference. "It showed that we will get nothing if we are half-hearted and that nothing can be taken for granted.
"You've got to be ready for every game - even the dominant Bayern have to work for their points."
Muller expects Gladbach to provide an even tougher test on Friday.
"We're going to have to play a good game," he said. "We need to get out of this holiday atmosphere because the season's starting again on Friday and we need the first three points.
"The first games are decisive and if we can show that we are ready, then maybe our rivals will write off their chances of winning the title."
Arjen Robben is back in training for Bayern and a candidate for a return after seven weeks out, but Bastian Schweinsteiger is not yet ready to return for Guardiola's men, who travel to Stuttgart in midweek for a rearranged fixture from the first half of the season.