Franck Ribery says he is haunted by last season's Champions League final defeat to Chelsea, insisting: "Never in our lives should we have lost that game."
Bayern conceded an 88th minute equaliser to Didier Drogba and then Arjen Robben missed an extra-time penalty before Drogba stepped up to score the decisive spot-kick in a dramatic shoot-out.
It meant the Bavarian giants finished the season empty-handed - their second successive campaign without a trophy - after also losing out to Borussia Dortmund in the Bundesliga and the DFB-Pokal.
And as Bayern prepare to face Dortmund once more, this time in an August Super Cup clash, Ribery told Bild: "That [the Champions League final] was brutal - it was too much for my head. Never in our lives should we have lost that game.
"We played great, had lots of possession and chances and were 1-0 up with just a few minutes remaining.
"Then we conceded the equaliser, Robben missed a penalty in extra time and then we had that penalty shoot-out. I will never forget that for as long as I live.''
He admitted that Bayern would be "completely under pressure" in the cup match against Dortmund, being played on August 12, adding: "We can no longer afford to lose to them.
"The Super Cup in a few weeks is our first real test, and we have got to send out a signal and beat Dortmund.
"The Champions League remains our dream but, for the whole club, it is important that we win the league.''