The German giants have all but booked their ticket into the quarter-finals, thanks to a masterclass in London two weeks ago where they were convincing 3-1 winners in the first leg.
But the Frenchman is refusing to give up on European glory, adamant the Gunners are capable of causing a massive upset in Munich in the return fixture.
“There have been a few wins by Arsenal in the Champions League that we are all very proud of. We just have to convince ourselves that we can do it in Munich as well,” he said.
The tearaway Bundesliga leaders were dominant at the Emirates Stadium, picking apart the brittle Arsenal defence at will.
Both Toni Kroos and Thomas Muller were on the score sheet after just 21 minutes, and when Mario Mandzukic scored an all-important third away goal late in the second half Arsenal’s Euro dream had turned into a nightmare.
However, with their backs to the wall the 63-year-old manager has implored his players to attack at all costs, knowing Arsenal must find the back of the net at least three times to have any chance of advancing.
“It will be with an ambitious plan, that is for sure,” he added.
“Our mentality is to go there, not resigned, but ambitious and provoke things, not go there and think ‘we will not qualify anyway’.”
Wenger will be urging his side to draw inspiration from their Champions League near miss against AC Milan last season. The Gunners scored three times without reply in the second leg of their last-16 tie after a 4-0 drubbing in the first leg at the San Siro.
“We will of course remember what we did in the second leg against Milan last year and must go into the match with a positive attitude from the start and fight until the very end,” Wenger said.