Gnabry scored a pair of second-half goals in Tuesday's win as Bayern stormed away to a 3-0 win at Stamford Bridge.
The Germany winger fired the first two of those goals, with the first coming in the 51st minute as he tapped home a cross from Robert Lewandowski.
His second found the back of the net just three minutes later, with Lewandowski once again laying on the assist.
As a result of his second-half double, Gnabry became the fifth visiting player to score at least two goals in a Champions League match at Stamford Bridge.
In addition, he became the second player to ever accomplish that feat in a knockout match, something only Ronaldinho's had done previously.
The Brazilian star's double came in a much happier affair from a Chelsea perspective, as the Blues scored four goals of their own to run away as 4-2 winners over Barcelona in 2005 to book a spot in the quarter-finals.
Gnabry's brace saw the German star continue his dominance in London having already scored four goals away to Tottenham in the group stage this season.
As a result, Gnabry became the first player in Champions League history to score each of his first six goals in the competition against teams from the same country.
With Tuesday's victory, Bayern will head back to Munich with a massive advantage for the second leg, which is scheduled for March 18.