The Belgian will lead out his side at the Allianz Arena facing the mountainous task of overturning Bayern's 3-1 advantage from the first game three weeks ago.
"Yes, of course, [we owe the manager a performance]," said Vermaelen to arsenal.com. "He has worked for a long time at this Club and he's done a lot for it. We want to give him something back because he gives us confidence and belief.
"As a defence, you always take criticism personally but we are just here to go again.
"We come into this game to win and get through. Last season against Milan, we almost did it when most people thought it was impossible. A lot of players know that and they all believe we can win.
"In football, anything can happen. Of course it will be difficult, but we believe in it. Football is a strange sport, so we will go for it."