The Germany international is eagerly anticipating Wednesday's encounter and has warned his teammates that they cannot afford to lose focus.
The Bavarians are aiming to become the first team in history to successfully defend their Champions League title in its current format and Kroos has stressed that Pep Guardiola has prepared his men well for the games against Madrid.
"I don't think Madrid will be able to surprise us. Our coach knows all about Madrid and has given us a lot of advice," Kroos told Bild.
"But they can hurt any opponent with the individual quality they have, even when they don't do anything surprising. They can still be dangerous without surprising you.
"Madrid are among the best in the world when it comes to individual quality. We cannot lose focus for a single second.
"We need a good result in the away game and need one or two goals. We will all give our utmost to make it to the final. Nobody should be worried about that."
Wednesday's first leg will kick off at 20:45CET, with the return at the Allianz Arena scheduled to take place on April 29.