The two biggest clubs in Germany are going head to head on Tuesday.
It is a must win for home side Dortmund, as they are four points off Bayern at the top of the table.
But teenager Haaland has no fears ahead of his first Klassiker derby.
"No [pressure doesn't bother me]. I like to play these games and that's what I like the most, to be honest," Haaland told Dortmund's YouTube channel.
"I'm looking forward to a game against a very good Bayern side.
"I try to be as calm as possible and not think too much about the game. They have World Cup winners, but we also have that.
"I know we have a good team, but Bayern also have a good team, so it will be an interesting game.
"I see every team-mate every day in training and I see how good they actually are and it's all about getting that out as a team to achieve our goals, so I'm looking forward to the game."