The Gunners, who are second in the Premier League, lost their opening two Group F games to Dinamo Zagreb and Olympiakos.
Five-time European champions Bayern have won all nine Bundesliga matches and both European games this term.
"Let's take positives from our form in the league," said Wenger.
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"In Europe it's true we have been poor in our first two games, so that is what we want to correct.
"We have our backs to the wall and we play against a top team, so I can understand the scepticism of people, but we have to prove them wrong.
"The confidence level is there - we know exactly what is required. A 0-0 is not even a good result. To score goals we have to attack."
Arsenal have lost their past two home Champions League games against Bayern, but have won one and drawn one of their last two trips to Munich.
Wenger added: "We have delivered big results before, but we want to do it again because we feel a bit that the pain inflicted in the Champions League was a bit by ourselves.
"Maybe subconsciously we thought 'anyway, we will win these first two games'.
"What will decide the game tomorrow is the performance we produce, and that comes from if we believe that we can do it."
Speaking about Bayern's 100% record this season, Wenger added: "There is no team without weaknesses."
Team news
Arsenal's Colombian goalkeeper David Ospina, who was surprisingly picked ahead of Petr Cech against Olympiakos and conceded an own goal in the 3-2 defeat, is injured and will not be available.
That means Cech will start his first Champions League game for the Gunners.
Arsenal have centre-back Gabriel available again following illness. Striker Olivier Giroud returns from a European suspension after his red card in Zagreb.
Wenger wary of 'outstanding' Lewandowski
Bayern Munich forward Robert Lewandowski
Bayern Munich and Poland striker Robert Lewandowski has scored 22 goals this season for club and country
Bayern striker Robert Lewandowski is the form striker in Europe, with 15 goals in his past seven games for his club and Poland.
"The best way to combat him is for us to have the ball, and after that you have to be shrewd with him," said Wenger.
"Inside the box he is outstanding, because of his technique, his finishing, his movement.
"That is where we need the experience of Per Mertesacker and Laurent Koscielny to deal with that because that will be one of the important things on the night."
Bayern can't stop winning
Bayern have scored 37 goals in their 11-match winning run in all competitions this season.
Pep Guardiola's side - beaten 5-3 on aggregate by Barcelona in last season's Champions League semi-final - followed up a 3-0 win at Olympiakos on 16 September by hammering Dinamo Zagreb 5-0 on 29 September.
After Tuesday's game at Emirates Stadium, the teams meet again at the Allianz Arena on 4 November.a
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