The Bavarians' skipper believes that the club has taken huge strides forward this season, and his teammate Thomas Muller thinks his experience in the showpiece will be helpful
The two German teams will battle for the title of European champions this weekend and Lahm, who has been part of die Roten's two losing finals against Inter in 2010 and Chelsea in 2012, believes the squad has evolved and grown this season.
He told reporters on Friday: "I don't know if we're under more pressure. I'm looking at how the team has developed in recent years.
"It's the third time in four years we're in the Champions League final and I'm quite certain this team will have more opportunities to play in these finals in the next few years. I'm quite confident about the future.
"There's always pressure at Bayern - we're Bundesliga champions and we've got the DFB-Pokal final next week but there's always pressure."
Lahm refused to say he and his teammates were outright favorites but he does see an excellent future for the Bavarians, who will be coached by Pep Guardiola when Jupp Heynckes steps down in the summer.
"Let's say quite clearly that there isn't a guarantee of winning the title - but if you look in the past and the recent years, this is a huge step forward" the fullback added. "We've matured a lot and we're developing really well. We're at the right age and we're maturing - so why not [win]?
"There's a great tradition at Wembley and that's fantastic but what we want is the title – it doesn't matter where we win it. Over the last few years Barcelona have been the team to beat - they won the Champions League again and again and that was the team we knew we had to beat this year.
"We've really developed, in defense and also in attack, and we showed that against Barcelona. I don't know if we can take the torch away from them but it's our third Champions League final and we want to take the cup back to Munich.
"I see a very positive future; the team is great, we are the right age and we work together very well. Things look good."
Bayern forward Thomas Muller insists he will not let the pressure get to him ahead of Saturday's clash and believes that, with two Champions League finals under his wing, he is situated well to cope with the unique pressures that playing at the Wembley showpiece will create.
The Germany international said: "The other players don't have quite so much a weight of experience as I have after the last two finals."
"I don't feel quite as nervous as I did in the last two finals; it's a normal Champions League match. Of course I'll start getting goosebumps but you need that. We're aware of what we're playing for here."