The Dutchman insists the referee made the right call in the 2-0 win over Arsenal but warns the Gunners have shown they will put up a fight in the return leg
Robben was felled by the Poland international after being played clean through by Toni Kroos, with Szczesny isued a straight red card for the offence.
The spot-kick was missed by David Alaba, but Robben believes the incident was the turning point in the game as the holders went on to seal a first-leg advantage.
"The red card was a turning point in the game," Robben was quoted as saying by AZ.
"Toni set me up with a superb pass, I beat the goalkeeper to the ball, control it and then he runs into me. He hits my ankle and I go down.
"It was a clear penalty, although the red card was perhaps debatable. I never saw the ball again after he hit me."
Robben went on acknowledge that Bayern were struggling in the opening stages of the game as Arsenal dominated play at the Emirates and spurned a great chance to take the lead through Mesut Ozil's missed penalty.
"Arsenal were much better than us early on and overran us in the opening 15 minutes, Fortunately, Manuel [Neuer] saved their penalty. We improved after that.
"We are not there yet, though. We have a lot of respect for Arsenal. They are a great team. They showed us in the opening 15 minutes what they can do."