The Gunners face the German league leaders in the second knockout phase and will start as second favourites in the tie.
“It is a big challenge, but I believe we can do it”, Wenger said in the Arsenal programme.
“They have played in two of the last three finals. But now Chelsea have been knocked out, who won the European Cup, in the group stage, so why should we not kick out Bayern if we put in good performances and [have] everybody available? I think we have a chance to do it.”
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Since Guus Hiddink arrived at the helm, Chelsea have improved considerably after a tricky start to the campaign.
Newcastle United are staring down the barrel of relegation to the Championship for the second time in the past eight years.