Madrid arrived in the Bavarian capital holding a slender 1-0 lead from the first-leg after Karim Benzema's winner in Madrid last Wednesday. Real have never won in Munich after eight defeats and a draw, but Bayern must score at least twice to progress.
Madrid also have a terrible overall record in Germany with just two wins, 19 defeats and six draws, but Real eliminated Bundesliga sides Schalke and Borussia Dortmund en route to the semi-finals.
With Bayern bidding to reach their fourth Champions League final in five years, the visitors can expect a warm welcome from the home fans in the cauldron of the 70,000-capacity Allianz Arena.
Robben, who spent two seasons at Real before moving to Munich in 2009, says Madrid will be under no illusions about what to expect in Bavaria.
"It is clear they will have lots of confidence because of the result in Madrid but they know it won't be easy here," said Robben.
"We won't be giving anything away tomorrow. Of course they won't be worried, but they also know it won't be easy. The Arena in Munich will be on fire. We will give everything. We need our fans and the support. All 11 players on the pitch and seven on the bench will give everything and we have lots of confidence."
Bayern chairman Karl-Heinz Rummenigge has turned up the heat for the Munich match by suggesting away "teams think they are in hell" at the Allianz Arena.
But Real coach Carlo Ancelotti retorted: "We hope the trees will burn on Wednesday, not Tuesday, when we leave" after his side's impressive 4-0 Spanish league win at home to Osasuna on Saturday.
Real's Gareth Bale started on the bench in the first leg, but with the Welshman having recovered from flu, Ancelotti is expected to play his lethal BBC in atack -- Bale, Benzema and Cristiano Ronaldo, who proved his hamstring injury is behind him with two goals against Osasuna.
"It won't be any easier for us if Ronaldo and Bale are playing from the beginning," added Robben.
"We were all surprised about their defensive play in Madrid. We have to focus on playing offensively and scoring goals but we also have to take care of their counter-attacks."
Having failed to progress from the semi-finals for the last three years, Real are desperate to reach the final in Lisbon on May 24, while Bayern are bidding to become the first team to retain the Champions League title.
"We are all motivated enough," said Robben.
"We know Madrid wants the 'Decima' (their 10th European triumph). We are still hungry and we know we can write history with this team so we are as motivated as they are. The two teams have great aims."