The pair spoke ahead of the crunch clash at the Santiago Bernabeu and stressed that the home fans will be behind their side from the first whistle.
"There will be a great atmosphere at one of the best stadiums in the world. The crowd will support their team from the get-go," said Schweinsteiger.
Bayern head into the tie with a 2-1 lead after Mario Gomez scored a last-minute winner in last week's clash at the Allianz Arena, the stadium that will also host the final.
Both sides are bidding for their chance to win Europe's ultimate prize and Neuer expressed his confidence ahead of the encounter.
"We scored two home goals and have the advantage. We know how Real Madrid will play at their stadium. They will attack and we must control the match and avoid conceding any goals. We will reach the final," he said.
The optimism shown by the goalkeeper is shared by Schweinsteiger, with the 27-year-old midfielder adding: "We'll reach the final with a good result. I'm working very hard after being injured for so long and these games have really motivated me to recover.
"I've played several important games throughout my career, but these clashes are the icing on the season. I feel better and more fresh.
"We'll have to play our best from the very first minute and we'll try to showcase our virtues."
By Tom Bennett
