The reigning Bundesliga and European champions host the Gunners in the second leg of the Champions League Round of 16 at Allianz Arena on Tuesday night and although they have a 2-0 lead after the first leg, Muller says they will be taking nothing for granted.
"Thinking about the character of our team, we have won our last 16 games in the Bundesliga," the Germany international told reporters.
"We always turn up - everybody always wants to win. We are not careless or arrogant. We always concentrate and want to win.
"We respect all opponents in the Champions League. I have learned how to have respect. Talking about Arsenal or other teams who are in the European elite, you have to have respect."
Bayern are currently 20 points clear on top of the Bundesliga table with a record of 22 wins and two draws from 24 matches. The Bavarian side conceded an early goal to Wolfsburg on the weekend before responding with a crushing 6-1 victory.
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