The winger is excited to return to the city where he fired Bayern to European glory last season, while Manuel Neuer is looking forward to facing Mesut Ozil
The Dutchman scored a late winner in the Bavarians' showpiece clash with Borussia Dortmund at Wembley last May to crown the club champions of Europe.
Pep Guardiola's men are back in the city to face Arsenal on Wednesday in the last 16 of the tournament for the second season running and Robben says the Bundesliga side is aware that it has plenty of work to do.
"It's a special feeling to come back to London," the 30-year-old told reporters. "The last time we were here was for a highlight.
"But we all have to start from scratch - we all know it. We are hungry to win the Champions League again, but these are two very tough legs ahead of us first."
Die Roten goalkeeper Manuel Neuer also revealed his excitement at facing the Gunners this week, as he will get to face former Schalke teammate Mesut Ozil at the Emirates Stadium.
"Of course it will be something special to face Ozil," the Germany No.1 said. "Bayern must be alert from the first second on Wednesday."
Bayern heads into the European clash on the back of a 4-0 victory over Freiburg, although the club will be without injured attackers Franck Ribery and Xherdan Shaqiri.