The Dutch winger feels his side have strengthened superbly over the past year, but has warned of the quality possessed by Saturday's opponents Borussia Dortmund
The Bavarians face fellow German giants Borussia Dortmund in the showpiece game on Saturday in the hope that they can complete the second phase of the treble this campaign, having stormed to success in the Bundesliga and with a DFB-Pokal final against Stuttgart to come.
Robben, whose form in the second half of the season have been consistently strong, believes that last year's defeat to Chelsea on home turf and the 2-0 loss to Inter in 2010 have helped to make Bayern into an even stronger outfit this year.
The winger, 29, told The Times of India: "If you look at that [2012 Champions League] final we should never have lost it, for many reasons and not just because of penalties.
"We have improved a lot this season. We are now able to cope better when players aren’t available because we have more strength in depth than we had before. But we have to end it in style on May 25.
"We are more experienced, we have learned from what happened in the two finals we have played. And also I think we have improved the squad compared to last season. So we will go there confident."
Bayern head into the Wembley clash as favourites having swept aside Barcelona 7-0 on aggregate in the last four of the competition, but Robben has warned that Dortmund will be no pushovers following the success they have enjoyed in recent seasons.
"We have played a superb season and now we have to complete it at Wembley," the Dutchman added. "It is a big, big match with two German teams in the final - it has never happened before - and we have to stay calm.
"It’s very important we keep our feet on the ground and make sure we focus right. Yes, we have beaten Barcelona, but it was only a semi-final. We said immediately after the game that 'now we need to win it'.
"You can never rest with what you have. At this moment we are playing great football and we have to enjoy this. But we have to try to improve over and over again.
"It will be a special night. Dortmund have proven over the last two or three years they are a very good team - and I think the final will be decided on small details. It’s up to us to make sure we are ready."