Bayern made amends for their 2012 final defeat in Europe's premier club competition – which they lost on penalties to Chelsea – with a 2-1 triumph last season against fellow Bundesliga outfit Borussia Dortmund at Wembley.
The Bavarian giants have made three of the last four Champions League finals and under new manager Pep Guardiola will attempt to be the first ever German side to retain their title.
Guardiola has won the Champions League on two occasions with Barcelona, in 2009 and 2011, and has added Mario Gotze and Thiago Alcantara to his squad in the close-season.
Defender Jerome Boateng is hopeful Bayern can retain their trophy and create history in the process, but has urged his team-mates to solely focus on winning their Group D encounter at Allianz Arena first.
"It's pivotal for us to make a good start (in the Champions League)," Boateng told the club's official website.
"We would of course love to be the first team to achieve it (back-to-back European titles for a German club).
"However, we're at the start of the season and can't afford to think that far yet. We take each game as it comes. At the moment it's important to make a good start to the group phase."
Milan were the last team to defend the trophy, in 1989 and 1990, when the tournament was known as the European Cup.
Bayern defeated Hannover 2-0 on Saturday to make it four Bundesliga wins from five matches this season, while they also won the UEFA Super Cup against Chelsea last month.
Bayern have several injury problems, with Thiago and Javi Martinez sidelined after undergoing ankle and groin injuries, while Gotze has not played since injuring his ankle in that Super Cup triumph.
CSKA will also enter the match in superb form, having won six of their first eight matches in the Russian Premier League, and drawing the other two.
Leonid Slutsky's side won the title last season and have won two Russian Cups in the last four seasons.
They reached the last eight of the competition in the 2009-2010 season and also progressed from the group stages in the 2011-12 campaign.
Ahmed Musa and Seydou Doumbia have been in good scoring form this season while the likes of Keisuke Honda, Alan Dzagoev and Zoran Tosic give them plenty of quality in midfield.
CSKA defeated Rostov 1-0 on Saturday and will feel quietly confident but Bayern should have too much quality in front of their home fans.
