The Reds completed a clean sweep for the Premier League contingent in Europe’s elite club competition on Wednesday when claiming a 3-1 aggregate success.
Having held Bayern to a goalless draw at Anfield in the first leg of their last-16 showdown, an impressive victory at the Allianz Arena carried Jurgen Klopp’s side into the quarter-finals.
Wijnaldum believes continental dominance highlights the strength of the club game in England, while he also feels that Liverpool have put down a marker in their ongoing bid for major honours.
"All of the teams have gone through to the next round, and for us of course it was really good because we managed to win an away game at Bayern Munich - which is quite difficult.
"I feel like we've taken a really big step, because a lot of people said after the first match that it was not a good result to play a 0-0, but we had a good feeling about it because we didn't concede a goal.
"We know the way we're playing, we can always create chances so we were quite confident we would create chances here and score goals. That says something about the team itself.
"A lot of teams struggle here to get a result, but we still did it. We have a lot of confidence but we also work hard to bring things together in a good way."
The Senegalese forward, who has 10 goals in his last 10 games for the Reds, bagged a brace in Germany to fire his side through.
Virgil van Dijk was also on target, ensuring that an own goal from Joel Matip mattered little in the grand scheme of things.
Klopp’s side, and the rest of the Premier League hopefuls, will discover their quarter-final opponents on Friday when the draw is made in Nyon.