The north Londoners were comprehensively beaten by the Bundesliga leaders at Emirates Stadium last month as the visitors took a big step towards a quarter-final place.
But despite the significant challenge that awaits his side, Wenger is refusing to write off his side’s chances of reaching the last eight.
“We’re chasing the game in a very difficult environment against a team that has no doubts at all,” Wenger told Arsenal Player.
“But our mentality is to go there, not resigned, but ambitious and provoke things, not go there and think ‘we will not qualify anyway’. No, not at all. We will go to Munich and have to go there and give ourselves a chance to qualify with everybody believing we can do it.
“We have to behave on the football pitch like a team who wants to do it. That will be the task in the preparation. How will we go into the game tactically? I haven’t decided yet. It will be with an ambitious plan, that is for sure.”