The Bavarians have a massive advantage going into the second leg after scoring three away goals but Muller is wary of Arsenal's abilities to fight back and not lulled into the prospect of the match at Allianz Arena being an easy encounter.
He recalled a painful defeat to Inter Milan two seasons ago where they capitulated despite winning the first leg away.
He told Bayern's official website: "Arsenal have nothing to lose and they can play to attack. They can come out fighting, and I think that's what they'll do. [In 2011] We won 1-0 away to Inter Milan but lost 3-2 at home and were knocked out. And none of us knew why."
"You can never let up, and we won't let up in the slightest!
"We want to carry on where we left off in London and throughout the season," emphasised Müller, "we have the quality to win all our matches."
Muller is in fine form this season with 28 goals from 32 appearances, six goals ahead of his total for last season, but he insists that personal glory will have to take a back seat when it comes to winning as a team.
"Obviously, we've been very successful as a team in recent months, and I've made my contribution to that," said the man who finished top scorer at the 2010 World Cup.
"But the coach reviews his selection decisions every week and we all have to accept that," he continued, "we want to win trophies as a team. Personal ambitions have to take a back seat."
Bayern Munich are on an undefeated run of 23 games which includes 19 wins.