The Bundesliga champions have yet to lose in the German top flight this season, winning nine and drawing two of their league fixtures.
Pep Guardiola's men have also started the defence of their UEFA Champions League crown with three victories from as many Group D matches.
But full-back Lahm feels the Bavarian giants have yet to hit top form this season, and wants Bayern to start winning in style.
"We want to play more dominantly and be even better," he said.
"You could see we can improve if you consider some of our recent games. We want to win in a dominant way, we haven't always performed like this.
"We need to improve constantly, we need to make sure that we win by dominating.
"We can reach this every single match. But there were a few games where we know we could have done better."
Bayern continue their Champions League campaign when they visit Viktoria Plzen on Tuesday.
