The experienced midfielder is determined to avoid more European heartbreak when they take on their Bundesliga rivals at Wembley
The Bundesliga champions were beaten on penalties by Chelsea in last season's final, and lost 2-0 against Inter in the final of the 2012 edition of the competition, and the Ukrainian midfielder is wary of another heartbreak scenario this time around.
"It’s the third time in the last four years that we’ve made it to the final and we’ve already lost twice, which isn't great," Tymoshchuk told the official Bundesliga website.
"Of course, everyone thinks about it [losing our last two Champions League finals] a little bit, even though it’s in the past.
"I’ve also thought: ‘It’s the third final in four years, we have to win it now after losing twice', but we also thought that last year.
"In my opinion we were better than Chelsea last year, but everyone knows know what happened. In football the best team doesn’t always win."
Bayern meet Dortmund at Wembley on May 25.