Thiago insists they have what it takes to inflict more misery on the Gunners when they return to north London.
"But I don't think this tie will be decided in London. That will only happen in the second leg in Munich.
"The key will not be trying to score as many goals as possible - the team who defends the best will end up going through.
"It's normal that Bayern is considered the favourite because we are the champions of Europe. But we know we will have to work hard."