The two sides will meet in the Champions League last-16 first leg at Stamford Bridge on Tuesday.
"You'd think you would have seen all the great European stadiums after more than 100 Champions League games, but I have never played at Stamford Bridge and I'm really looking forward it," Muller told The Athletic.
"Chelsea have young, talented players and a quality team that can really hurt you. We need to be well-prepared for their particular strengths.
"But they're not the best team in Europe right now and we don't need to be afraid. I'm confident."