The German champions play their Russian counterparts in the UEFA Champions League Group E clash at the Arena Khimki.
However, no supporters will be in attendance as CSKA were sanctioned by UEFA in February after fans displayed "a range of racist and far-right symbols" in a Champions League match with Viktoria Plzen last December.
The decision has riled Bayern chairman Karl Heinz-Rummenigge, who voiced his frustration that Bayern fans are unable to attend.
Bayern winger Robben has also aired his disappointment and the Netherlands international has called for the team to prepare mentally in order to make it two wins from two in the Champions League.
"It is a pity, especially for our fans that they will be punished," he told reporters. "We must be well prepared in the head and understand it will be played without an audience.
"We have to get three points, because we have a tough group."
CSKA, who could face further punishment from UEFA for alleged racist behaviour from supporters in their matchday one clash at Roma, meet Bayern in the group stages for the second season running.
Bayern won last term's corresponding fixture 3-1, a victory that earned them a record 10th successive victory in the Champions League.
Pep Guardiola's men are looking to make it back-to-back Champions League wins after Jerome Boateng's dramatic late winner sank former club Manchester City 1-0 in their pool E opener.
Since defeating City, Bayern have taken seven points from a possible nine in the Bundesliga - a return that has helped them reach the top of the table after six matches.
Winger Franck Ribery will hope to recover from a knee complaint that has limited him to just 22 minutes of action this term, while the likes of Holger Badstuber (thigh), Javi Martinez, Thiago Alcantara and Bastian Schweinsteiger (all knee) are missing through injury.
CSKA will hope to avoid a similar fate to their opening Champions League match at Roma where they suffered a 5-1 battering having gone 4-0 behind after 31 minutes.
The Russian Premier League champions have responded well domestically, reeling off three straight wins in all competitions, including Saturday's dramatic 4-3 triumph at Ural.
Once again, manager Leonid Slutsky must make do without Pontus Wernbloom and Alan Dzagoev who are serving the second of three-match bans, while Rasmus Elm (stomach) and Vitinho (ankle) are also unavailable.
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