Bastian Schweinsteiger has said Bayern Munich have had to "deal with" last season's Champions League final defeat to Chelsea.
The Bavarians were within minutes of winning the trophy on their own ground before losing it in a penalty shootout - but Schweinsteiger says that crushing disappointment acted as a motivation and made Bayern a better team.
"A defeat like that... you can't just forget it," the Germany international, who missed a penalty in the shootout, said.
"It was a great advantage that we had a big tournament [Euro 2012] with the national team straight afterwards, but you have to think about it and deal with it.
"Of course, if you have lost two finals [Bayern were also beaten by Inter Milan in 2010], then the motivation is there, it is huge, but we have to take this game as our priority. We have to take it step by step.
"I would say that we are very confident. We have a great spirit in the team, but we have this inner calmness and patience and I think we can get through."
Bayern have been in devastating form in the Bundesliga so far, accumulating 57 points and 57 goals from 22 games and conceding only seven.
Manager Jupp Heynckes and goalkeeper Manuel Neuer said that showed the improvements made by Bayern defensively, with Heynckes adding: "We have improved this season.
"We are better defensively and at switching play. The thing that pleases me is that every player has to realise that they have to defend and attack."
Neuer, meanwhile, said Bayern "defends really well as a team - we close down the spaces really well".
He will take on the Gunners despite having suffered a finger injury that means he will be wearing a specially-designed protective glove.