The Gunners travel to the Allianz Arena trailing 3-1 from the home leg knowing that no team have ever overturned a two-goal deficit in the competition, let alone the three away goals that the Bavarians can boast.
Bayern have conceded twice on just two occasions this season and go into the game on the back of 11 straight wins in all competitions but Wenger is refusing to concede the tie just yet despite the added injury-induced absences of Jack Wilshere, Bacary Sagna and Lukas Podolski.
"There is a kind of feeling of 'let's really play with freedom'. Let's start strong. We have to create doubt in their mind and you only do that if you have a real go.
"The chance you have is to make insecure the certainty Bayern have at the moment. That you can only do if you perform at your best. We can't think that the game lasts 30 minutes and throw everything forward from the first minute on. We want to be positive but also intelligent."
Arsenal have not played since losing the north London derby 2-1 against Tottenham on March 3 - which further dampened their hopes of qualifying for next season's Champions League - but Wenger believes that the team are adequately prepared and the break aided the players.
"We have practised a lot and prepared for this game," he continued. "It came out of a very stressful period. Mentally it was good to have a little breather and refresh. And on the other side, on the football front, we could mix up recovery and preparation."