The midfielder says the Bavarians will continue to try and impose their possession-based style on the newly-crowned Copa del Rey winner at the Santiago Bernabeu.
Pep Guardiola has imposed the same possession-based style of football on the reigning European holder as he used during his time in charge at Barcelona. That system has served him well so far, with Bayern already crowned Bundesliga champion and on track to retain the Champions League title having seen off Manchester United in the quarterfinals.
Madrid, armed with Gareth Bale and Cristiano Ronaldo in attack, poses a very different threat than the soon to be deposed Premier League champion, but Schweinsteiger says his side will not change its approach one bit.
"I want to defend the Champions League, that is our goal. It has never been done before," he said. "For us it is the case that we want to dominate the game. When we press we press as a team, the guys at the front will be our first line of defense."
The 29-year-old also admitted Germany's World Cup campaign has begun to emerge on the horizon, but is wary of making any bold predictions as to the club's chances of lifting the famous trophy.
"Sure, I want to have success with Germany in Brazil. However, I don't want to make the mistake of speaking about the trophy before the tournament has even begun!"