"All of the opponents are strong and all of the games will be difficult," Setien said when asked about the prospect of facing Bayern.
"It will be difficult for us and for them.
"They're a great team, but we are too."
Lionel Messi delivered something of a masterclass in the first half but caused some concern when he went down under a challenge from Kalidou Koulibaly.
"He looked fine to me," Setien stated.
"It was a hard blow, but I don't think there's a problem."