The Premier League champions are paired with their German counterparts in Europe's elite competition for the second season running.
Having bowed out at the group stage in their previous two Champions League excursions, the signs were ominous as Bayern trampled early season optimism at the Etihad Stadium last term, leaving Manchester with a swashbuckling 3-1 victory.
"We're confident," the Belgium defender told reporters. "This is the first game of the Champions League, an away game against one of the hardest teams to play against in the world right now.
"But we should take confidence out of the last game we played in Munich. We're up for the challenge anyway.
"I don't think we've got a point to prove in Europe. I dissociate Europe from the league. But I just want to win games."
Kompany missed the previous trip to Munich and City will be without another key defender on Wednesday night due to Pablo Zabaleta's red card at Camp Nou in March.
Bacary Sagna is poised to step in at right-back, while manager Manuel Pellegrini should welcome back Yaya Toure after the midfielder sat out last Saturday's 2-2 draw at Arsenal having returned fatigued from international duty with the Ivory Coast.
Toure could capitalise on a troubling injury list for Pellegrini's opposite number Pep Guardiola in central areas.
The former Liverpool and Real Madrid midfielder has enjoyed a seamless transition since his close-season move to Bayern and impressed in Saturday's 2-0 Bundesliga win over Stuttgart.
Bayern's injury problems are not limited to midfield, with further doubts surrounding influential attacking duo Franck Ribery and Arjen Robben.
Defender Holger Badstuber requires surgery after tearing a thigh muscle against Stuttgart to hand Guardiola more problems as Bayern attempt to bounce back from the disappointment of being thrashed 5-0 on aggregate by Real in the Champions League semi-finals last season.
