The German club hold a 3-1 advantage and are expected to eliminate their English visitors in the second leg of their UEFA Champions League last 16 tie on Wednesday night.
Progress to the quarter-finals in Europe would keep runaway Bundesliga leaders and German Cup semi-finalists Bayern on course for a historic season.
With favours from elsewhere, Bayern could win the league title at Eintracht Frankfurt on 6th April and Dante, who has been a star signing since joining last summer from Borussia Monchengladbach, said: "The season is not over yet.
"Of course, until now it has been great. In the Bundesliga we have a very good advantage and depending on other results we could win it all in three more games.
"However, we also want to win the German Cup and go as far as possible in the Champions League."
Dante is in no doubt Bayern have the quality to win the Champions League, having seen his then club-to-be only suffer a painful defeat on penalties by Chelsea in last season's final.
He said: "I believe it does," when asked about Bayern's potential to win the tournament at Wembley stadium.
"Last year, this team almost did it. We are very hungry for titles and we are working very hard to achieve them. It is not easy, of course, but we are striving for it."