The Gunners continued their impressive Premier League form this season with a 3-0 win at Watford on Saturday to stay within two points of leaders Manchester City.
It has been a different story in the Champions League, where back-to-back defeats against Dinamo Zagreb and Olympiacos have left Wenger's men in an unenviable position ahead of their double-header with the Bundesliga giants.
And the Arsenal boss insists that the match with Pep Guardiola's side will be a tough test.
"We play against a big team, but we have proved ourselves from a bad position in the Champions League and we want to make something special against Bayern because that's the only way we can stay in the race," the Gunners manager said.
Some of Wenger's selections in the Champions League so far, most notably the decision to rest goalkeeper Petr Cech, have come under the microscope, but he suggested it will be a familiar line-up that takes to the field against Bayern at the Emirates Stadium on Tuesday.
"For me the game was important because I knew to win was vital to stay in touch with the top teams and best way to prepare for Tuesday night," Wenger said after the win at Vicarage Road.
"I don't know yet [whether I will make changes] but there's no obvious reason to change the team completely.
"Maybe one or two, I don't know yet. I will see how everyone recovers.
"I could rest [Mesut] Ozil and [Alexis] Sanchez a little bit, but we have to put pace into the game.