The Germany international's thoughts are on European glory next May, but says the team must work hard to ensure that they achieve success in the competition and in the Bundesliga
The final will be held on May 19 at the Allianz Arena and the Germany international suggested playing the final at home is an added incentive to win the competition.
"There is something special this year because the final is in our own arena," Muller is quoted as saying by Bild.
"Of course we want to win it. On home soil, it would be a dream come true. But we should not dream about it and instead do our homework."
Muller also reacted to comments from Mario Gomez who said they were a 'lazy' team after statistics showed they run less compared to other Bundesliga teams in domestic competition.
"It currently feels less strenuous than in games in which the play is always end-to-end. We are quick in winning the ball back because we exert so much pressure, and it saves us the long runs," added the forward.
Bayern sit top of the Bundesliga, with Schalke and Borussia Dortmind the main contenders, and Muller thinks both should be respected.
"I've always had [Borussia] Dortmund as our main competition," added Muller.
"Schalke have thus come up very quietly. They have to be on the list because they have lots of individual class and above all have a lot of offensive potential.
"We need to focus on ourselves to win games and then we'll see who emerges as contenders."
Bayern will face Napoli in their Champions League Group A match on Wednesday night at the Allianz Arena.