The Bavarians take a 2-1 advantage with them to the Spanish capital and the Germany international is well aware that Jose Mourinho's men will throw everything they have at them in the opening exchanges.
"We must stop them," Schweinsteiger told reporters during a press conference on Tuesday. "Especially in the first 20 minutes, when the crowd will make an imposing atmosphere."
However, the midfielder, who has been beset by injury problems in recent months, intends to savour the occasion and claims that he is feeling like his old self again after coming through Saturday's Bundesliga win over Werder Bremen unscathed.
"Such games are always the highlight of a season for me," the 27-year-old explained. "I was injured and these games motivate me to be fit quickly.
"I'm feeling better and better. The 90 minutes against Bremen did me well; I feel healthy."
Meanwhile, goalkeeper Manuel Neuer accepts that he will most likely have to be at his best if Bayern are to survive the anticipated Madrid onslaught, admitting that Cristiano Ronaldo's remarkable ability to strike from distance represents a great threat to their hopes of progressing to May's final in Munich.
"I hope the lads in front of me can stop him," he confessed. "But if a ball comes towards goal, I'll hopefully hold it!
"In the first half of the first leg, Real were very dangerous and in front of their home crowd, I think I'll be challenged even more."
Bayern's meeting with Madrid gets under way at 20.45CET.
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