The Bavarians lead 3-1 from the first leg in London and the Germany international thinks that Arsene Wenger’s side will struggle not to expose their defence as they search for a route back into the tie.
"For Arsenal, it will be difficult, as they have to find the right balance," he told reporters ahead of the game.
"They can't open up the game completely but still have to score three goals at our home stadium. We have to play focused and approach the match as if it were 0-0.
"That means a good defensive organisation but also finishing, which I think is one of our strengths."
Jupp Heynckes’ side have won all three of their home games in the Champions League this season, scoring 12 goals in the process and conceding just three, but Lahm has warned against complacency from his side.
"We have built us a solid foundation in the first leg. However, we know that we haven't progressed to the next round yet."