The German giants arrived in London on the back of a record ninth consecutive Bundesliga victory and are runaway leaders of Group F with maximum points from two European ties, scoring eight goals with no reply
Arsenal, meanwhile, have suffered successive defeats from their first two Champions League fixtures to sit bottom of the table and face a battle to qualify for the last 16.
However, domestically the Gunners continue to impress, following up the demolition of Manchester United - when they netted three times in the opening 20 minutes - with a hard-earned 3-0 win at Watford to lie second in the Barclays Premier League table, just two points behind Manchester City.
Wenger knows he must get the balance right on Tuesday night as Arsenal look for victory over the 2012/13 Champions League winners to keep alive hopes of qualification.
"We don't look at the history
We look at the potential performance on the day, that is what we try to do
After that the history doesn't play the game," said Wenger, whose side were knocked out by Bayern in the last 16 stage for each of the past two seasons.
"What will decide the game is the performance we produce, and that comes from if we believe that we can do it."
Wenger added: "In Europe it is true we have been poor in our first two games, so that is what we want to correct.
"I must say we have our backs to the wall and we play against a top, team team, so I can understand the scepticism of people, but we have to prove them wrong."
Wenger knows Arsenal must shackle in-form Poland striker Robert Lewandowski, who has plundered 15 goals in his last seven appearances for club and country.
"First the best to combat him is for us to have the ball, and after that you have to be shrewd with him," said Wenger, who has defender Gabriel available again following illness.
"Inside the box he is outstanding, because his technique, his finishing, his movement inside the box, that is where we need the experience of (Per) Mertesacker and (Laurent) Koscielny to deal with that because that will be one of the important things on the night."
Bayern Munich coach Pep Guardiola warned his side to expect to face an Arsenal 'animal' fighting for Champions League survival.
"For them, they have an advantage because they have to win, when that happens with these kind of players, and the history of this club, they are going to make the best performance possible," said the Spanish former Barcelona manager
"Of course I prefer to come here with six points, but I can imagine my team with zero points and playing in Germany against Arsenal.
"I can imagine the mentality of my team - we would be an animal, because it is our last chance, you give everything and that will happen with Arsenal so you have to be prepared."
Source : PA
Source: PA