After nine straight seasons among Europe's elite, Chelsea's sixth-place finish in the Premier League means the only possible entry to next season's Champions League is as title holders.
The price of defeat is therefore higher, because Chelsea can ill afford to lose Champions League income — more than $63 million this season — as UEFA's financial fair play rules begin to bite and limit bailouts from wealthy owners.
Life will be easier for all at Chelsea next season if they become Europe's champion club for the first time, against four-time winners Bayern playing at home in the Allianz Arena.
"We're fortunate we have the possibility to do that," Chelsea captain Frank Lampard said on Friday. "The idea of qualification for next season is also there, but it's not many times you get to the final, and we want to win the match (in order) to be Champions League winners."
Bayern are under no such pressure, having assured its place in next season's lucrative 32-team group phase after finishing runners-up to Borussia Dortmund in the Bundesliga.
Germany's traditional powerhouse endured their own Champions League exile four seasons ago, when they reached the semifinals of the second-tier UEFA Cup and took a $30 million hit in their annual accounts.
Chelsea last played in the UEFA Cup in 2002-03 with club greats like Gianfranco Zola and Marcel Desailly, yet were ousted in the first round by Viking of Norway.
Russian billionaire Roman Abramovich bought the west London club months later and has known only Champions League football since.
Still, his club has failed to win football's greatest prize, losing in the semifinals four times and the 2008 final in a heartbreaking penalty shootout against Manchester United in Moscow.
Abramovich fired interim coach Avram Grant after that loss, and victory on Saturday might also not earn a permanent contract for Roberto di Matteo despite his inspiring work.
Di Matteo took over when Andre Villas-Boas was fired following a 3-1 defeat to Napoli in a last-16, first-leg match, and his team has looked destined for something special as they defeated Benfica and Barcelona to arrive in Munich.
The Italian coach landed with his team Friday amid headlines that Abramovich covets Pep Guardiola after his resignation at Barcelona, while Fabio Capello has also reportedly been in talks with Chelsea officials.
"It's going to be difficult to win (Saturday) because Bayern are a tremendous team, and the rest will sort itself out," Di Matteo said at a news conference.
Di Matteo has been linked with Lazio, the club he left in 1996 to begin a hugely successful playing career with Chelsea.
He could find some sympathy for his situation from the man in the other dugout on Saturday.
Bayern coach Jupp Heynckes was fired by Real Madrid in 1998 days after leading the Spanish giants to their first European title in 32 years.
"I'd tell Abramovich to stick with him," Heynckes said.
The 67-year-old German seeks to become the fourth coach to lead two different clubs to win the European Cup, which was rebranded as the Champions League in 1992.
The others are: Ernst Happel of Austria (Feyenoord 1970; Hamburger SV 1983), Germany's Ottmar Hitzfeld (Dortmund 1997; Bayern 2001), and Jose Mourinho of Portugal (FC Porto 2004; Inter Milan 2010).
Chelsea will be playing for a place in European football history as well as next season's competition when they meet Bayern Munich in the Champions League final on Saturday.