Manchester City are yet to win the Champions League and have failed to get beyond the quarter-finals in Pep Guardiola's first four seasons in charge.
Midfielder Ilkay Gundogan added: "The more you proceed in this competition, the more important it gets. It gives you confidence when you know the goalkeeper and the defence are working well and combined with the feeling we can score, that’s a great potential.
"It is something I definitely want to achieve, to win the trophy. We have a really good chance with this club. It is not just about chances, it is about taking them. We try to go step to step. This year is another chance. We will try to do our best to go as far as possible.
"Defending a result does not fit the way we play as players and as a team. We should go to win the game. That’s what we are used to and that’s how we will handle the game in Germany, the same as we did here."