Bayern go to Turin defending a 2-0 lead for the second-leg of their quarterfinal.
"There is great enthusiasm," said Chiellini.
"We believe in qualification and we want to fight all the way. We want to leave the field without regrets, aware that we gave our all.
"We really want to experience a wonderful evening. In the city you can sense the desire the fans have to achieve something remarkable. The crowd will help us to put in a great performance.
"It would be crazy to surge forward and give Bayern the opportunity to counter-attack. There's no danger we will leave ourselves open.
"Bayern did very well when pressing us in the first leg, not just on the defenders but also the midfield passes. There was a big difference between the teams in terms of intensity."