The two teams will go head to head in the last 16 of the Champions League at the Emirates Stadium on Tuesday night.
While the Gunners head into the European tie on the back of Saturday's deflating 1-0 home FA Cup defeat by Blackburn, and currently only fifth in the Premier League, Bayern look in ominous form.
Jupp Heynckes' men, runners-up to Chelsea in the Champions League final last season, are 15 points clear at the top of the Bundesliga having won all five of their matches since returning from the winter break, keeping seven clean sheets in the last eight.
Wenger, though, expects his team to rise above the negative headlines and step up to the formidable challenge which faces them on the pitch.
"What is important is that we focus on the quality of our game, that we play at our best and play with belief," said Wenger, who must do without full-back Nacho Monreal on Tuesday, the Spain international is cup-tied following his deadline-day transfer from Malaga.
"We have to put it in our head that we have 180 minutes to qualify and not to rush our game.
"If I listen to the questions, we are not favourites but I trust our quality, our spirit and our mental strength.
"It is always difficult to take a distance with the recent emotional fact, but the most important aspect is that we have a way to play which everyone in the teams know.
"We must play with a positive mentality, it is important you believe you have a good chance and quality enough to win.
"The psychological aspect, especially with what happened on Saturday, is more important than nothing else."
Wenger accepts Arsenal must give themselves something to take back to the Allianz Arena next month, especially given their poor general record away from home in the Champions League.
"It is vital because 0-0 at home is a very good result in the Champions League knockout stages, but of course we will try to score goals," he said.
"However, 0-0 is not a disaster at home, but of course we are a team who are offensive and we will try to go forward and try to score goals."
Following their unexpected defeat to Blackburn, just over two months after crashing out of the Capital One Cup on penalties against npower League Two Bradford, the Gunners now look set for another trophyless campaign - unless they can pull off a shock of their own and dump Bayern out of Europe to keep alive hopes of reaching Wembley in May.
Wenger said: "In Europe you face some teams with quality - Barcelona, Real Madrid, but they don't win it every year.
"We have consistently been in the quarter-final, semi-finals and also once the final, now we want to break through.
"We have people who will say it is not the best opportunity now to do it, but I think it is a fantastic opportunity because I feel I have a strong team, and I am sure I will be right."
Midfielder Mikel Arteta accepts Arsenal's players must shoulder their share of the responsibility for inconsistent displays.
"The last few big games we missed the first 20-25 minutes and then gave the opposition probably too much respect. We want to face a different scenario tomorrow and get into the game show that we want to win it," the Spaniard said.
"The table of the Premier League of first and second 45 minutes is very different. That shows our qualities are very good, because when teams tire a little bit we are able to [score], but also that we are not ready from the off to do what we want right from the start."
Arteta insists the team are ready to silence their doubters with a big performance against one of Europe's leading sides - just like when Barcelona were beaten at the Emirates Stadium two seasons ago.
"It gives you extra motivation because you are facing top players and a top club and you want to show how good you are against them," he said.
"We have a great test tomorrow and we want to face that with the maximum desire and a positivity around the squad and go out there and win it."
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