The midfielder says the Bavarians will continue to try and impose their possession-based style on the newly-crowned Copa del Rey winners at the Santiago Bernabeu
Pep Guardiola has imposed the same possession-based style of football on the reigning European holders as he used during his time in charge at Barcelona.
That system has served him well so far, with Bayern already crowned Bundesliga champions and on track to retain their Champions League title having seen off Manchester United in the quarter-finals.
Madrid, armed with Gareth Bale and Cristiano Ronaldo in attack, pose a very different threat than the soon to be deposed Premier League champions, but Schweinsteiger says his side will not change their approach one bit.
He said: "I want to defend the Champions League, that is our goal. It has never been done before.
"For us it is the case that we want to dominate the game. When we press we press as a team, the guys at the front will be our first line of defence."
The 29-year-old also admitted Germany's World Cup campaign has begun to emerge on the horizon, but is wary of making any bold predictions as to their chances of lifting the famous trophy.
"Sure, I want to have success with Germany in Brazil. However, I don't want to make the mistake of speaking about the trophy before the tournament has even begun!"