The Germany international says the Bavarian side must show respect to its Champions League opponents and insists they will set out to win the game.
The reigning European champions head into the clash at the Allianz Arena with a two-goal advantage over Arsene Wenger's side.
But despite the Germans' lead, the 24-year-old is adamant that Bayern will respect their opponents and go into the match with the intention of putting the game to bed.
"Thinking about the character of our team, we have won our last 16 games in the Bundesliga," the Germany international told reporters. "We always turn up - everybody always wants to win. We are not careless or arrogant. We always concentrate and want to win.
"We respect all opponents in the Champions League. I have learned how to have respect. Talking about Arsenal or other teams who are in the European elite, you have to have respect."
Muller has been playing in more advanced areas in recent weeks under Pep Guardiola and insists he is settling in well, having scored twice in Saturday's 6-1 win over Wolfsburg, but he admits he is happy to fill any position in the Bayern squad.
"I've been playing up front a lot, and I am getting used to it. I got two goals against Wolfsburg. But I do not have any preferences. I am just a player who plays with movement, I will play where the coach wants me to play.
"The way we are playing has changed a little bit [under Guardiola]. We play more in the opposition half, now we have the ball in the middle rather than on the wing. We find space for players. But it is very similar to last year. Guardiola does not make compromises – he wants to inspire the team."