The German side are favourites to advance to the quarter-finals after a clinical 3-1 win in the first leg of their last-16 encounter at Emirates Stadium.
But with the Bavarian aristocrats having lost two Champions League finals in the last three years, including one in their own stadium last year, the Brazilian full back is wary despite their advantage over Arsenal.
"We can say we took a big step forward, but anything is possible in football," the 27-year-old told Esporte iG.
"We have to play well at home, we have to take advantage of the fact we'll have support from our fans to have another good game and ensure we advance to the next round.
"The Champions League is always an important competition for Bayern, especially as we have reached the final twice in the last three years.
"Unfortunately we didn't win, but I hope we'll reach the final again. It's a very hard competition to predict."