Los Blancos are in the box seat to advance in their bid for a three-peat as they defend a 2-1 advantage at Santiago Bernabeu on Tuesday.
However, the back-to-back Champions League winners coughed up the same lead against the Bavarians in the quarter-finals last season and needed a rush of goals in extra-time to progress.
Real also gave up a 3-0 lead to Juventus in this year's last eight, before a last-gasp Cristiano Ronaldo penalty put them through.
Zidane, who watched a heavily-changed team beat Leganes 2-1 in LaLiga on Saturday, is eager to safeguard against another slip-up on home soil.
"We are going to take part in a huge match. I ask my players to play like they have never done in their history, because we are going to need it to reach the final," Zidane told reporters.
"I don't know if what happened to us against Juventus [in the quarter-finals] and Bayern last year helps us.
"We have to play a huge match. We have to be as good as ever to be able to qualify. We are prepared and have great determination. We will play our game of the year."
Gareth Bale pressed his claims for a start against Bayern by opening the scoring in the unconvincing victory over Leganes, which saw 10 players rotated out of the team that won in Munich.
15 - Gareth Bale has scored 15+ goals in four of his five seasons for Real Madrid in all competitions (82 in total). Productivity pic.twitter.com/MwfN6mYhYa— OptaJose (@OptaJose) April 28, 2018
While the Wales winger took his chance in the absence of the rested Cristiano Ronaldo, Zidane refrained from guaranteeing him a spot on the teamsheet on Tuesday.
"Bale needs to do the same as he has been doing," Zidane said.
"He played well today. He played the 90 minutes, but that does not mean he will not start the game on Tuesday."