The defender has stressed that David Moyes' side remain a considerable threat regardless of their disappointing performances
The Bavarians have already retained their Bundesliga title, whereas United have struggled domestically, but Lahm has insisted that anything can happen in this week's encounter at Old Trafford.
"We know how to play against Manchester United and we are brimming with confidence," Lahm told AZ.
"But it's not like we have a free pass to the semi-finals. They have been struggling in the Premier League, but they are still Manchester United. They have a great team and know what to do.
"They have plenty of experience and will pose a stern test. We are going to Manchester to win, though. Let that be clear.
"These are the decisive weeks of the season. We have already won one title, but there are still two more to go. We are still hungry for more."
United and Bayern last met in the Champions League in 2009-10, when the Bundesliga champions progressed to the semi-finals on the away-goals rule.
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