By FOX Sports staff
The two teams kick things off in the first leg on Tuesday at the Emirates Stadium with the second leg set for next month.
Bayern head into match-up on the brink of ending Borussia Dortmund's recent dominance of German football with a 15 point lead atop Bundesliga.
The Gunners, on the other hand, look no closer to ending their eight year wait for a trophy as they were knocked out of the FA Cup on Saturday and are currently 21 points behind leaders Manchester United in the Barclays Premier League title race.
The downward slide of Arsenal's fortunes on the pitch has led to some accusations from sections of the club's fan base that manager Arsene Wenger is only focused on ensuring Arsenal qualify for the Champions League every season - and not winning trophies.
"In Munich we play to win," Schweinsteiger told the Daily Mail.
"There's a famous slogan here in the Bavarian dialect and we use it inside Bayern Munich. We say, 'Mia san mia'. Literally it is, 'We are we', but it means, 'We are who we are'. That's not being very arrogant but we are very confident about our ability to win the game."
"It is about a winning mentality. When our players come from somewhere else they sometimes show happiness when the game is 0-0 or 1-1, but we were brought up in an environment where we have to win."
"We are not satisfied with 0-0 or 1-1. This is the mentality of Bayern Munich."
Schweinsteiger and Bayern have a point to prove in Europe's elite club competition. The Bavarians lost on penalites to Chelsea in last season's final in Munich - it was the midfielder who missed the crucial spot-kick in the shootout.
"I still think about that night, of course," Schweinsteiger said.
"We didn't feel under pressure because we were at home. We felt very lucky to have the final in Munich.
"We were motivated because it was at home. We felt it was better to be playing at home. It's a pity we were not able to win."
He added: "We are hungry to win the Champions League. This team have been to the final twice and didn't win."
"We have more experience and we're moving towards our aim. Compared to the final against Chelsea, we are stronger. We have more good players and we are stronger on the bench. This is a crucial point."
The defeat was the second for Bayern in a final of the European Cup in three seasons.