Arsenal are considered outsiders to beat Bayern, who are 15 points clear on top of the Bundesliga table after 21 games.

"If we pass Bayern we'll say why should we not go further and win it," Arsenal manager Wenger said. 

Arsenal host Bayern in Tuesday's opening leg of their last-16 tie, but first will entertain Championship side Blackburn Rovers in the FA Cup on Saturday.

Wenger's men have a good record against lower-division opposition, but were knocked out of the Capital One Cup by fourth-tier outfit Bradford City in December.

"We analysed very deeply what happened at Bradford, what we produced," Wenger said.

"We took this game very seriously but in England it is like this. 

"They (Bradford) have proven since that they are a team of quality and we'll take the game seriously tomorrow and have a huge desire to win it.

"We are the favourites; they (Blackburn) are the outsiders. 

"They have nothing to lose and they have a squad of Premier League players. 

"If you look at who is in their squad they have many players who have Premier League experience."

Meanwhile, Wenger called on governing bodies FIFA and UEFA to do everything in their power to stamp out doping. 

"I've spoken out about cleaning up sports," he said.

"It concerns in my point of view, the referees, the players, the environment of the clubs, and of course doping. 

"There is a lot of evidence which show there is doping in a lot of sports. 

"The only thing I wanted to say is football is not fighting enough against it. 

"There is not enough means or resources to fight against doping. 

"I am wondering if an independent organisation should be necessary to conduct anti-doping tests."