The Bavarians won the competition last season by beating Borussia Dortmund at Wembley and will hope to become the first side to retain the trophy in its modern format.
Bayern Munich has made three of the last four Champions League finals and under new coach Pep Guardiola the club will attempt to become the first ever German side to retain the title.
Guardiola has won the Champions League on two occasions with Barcelona, in 2009 and 2011, and has added Mario Gotze and Thiago Alcantara to his squad in the close season.
Bayern defeated Hannover 2-0 on Saturday to make it four Bundesliga wins from five matches this season, while the club also won the UEFA Super Cup against Chelsea last month.
However, the Bavarians have several injury problems to contend with, as Thiago and Javi Martinez remain sidelined after suffering ankle and groin injuries, while Gotze has not played since injuring his ankle in that Super Cup triumph.
CSKA will also enter the match in superb form, having won six and drawn two of its first eight matches in the Russian Premier League.
The team reached the last eight of the competition in the 2009-2010 season and also progressed from the group stages in the 2011-12 campaign.
Ahmed Musa and Seydou Doumbia have been in good scoring form this season while the likes of Keisuke Honda, Alan Dzagoev and Zoran Tosic give them plenty of quality in midfield.