"Something big is coming," Neuer told reporters ahead of Tuesday's opening clash with Dinamo Zagreb at home.
"The most important thing is the final in Munich. We want to go there and everything else is secondary.
"We know what this final means to the city, the fans and the players. Our motivation is simply very high."
Six-time European champions Bayern come into the season after their first trophyless campaign in 11 seasons, with Xabi Alonso's Bayer Leverkusen winning a league and cup double.
In the Champions League, Bayern were eliminated in the semi-finals by eventual winners Real Madrid, who beat Borussia Dortmund 2-0 at Wembley to lift the trophy.
Neuer and fellow Bayern veteran Thomas Mueller, who both won the 2013 and 2020 Champions League finals, are the only two players in the squad to remember the 2012 home final, which they lost on penalties to Premier League side Chelsea.
Mueller went on social media on Monday, telling followers "the road to Munich starts tomorrow.
"I'm very excited. Let's enjoy the best football in Europe."
Manager Vincent Kompany, set to coach his first match in the Champions League, told reporters "the fans can dream".
"The most important thing for me is that we show it on the pitch," he said. "We have a difficult game tomorrow. The important thing is that we play well and win tomorrow."
Bayern have won every one of their Champions League openers since 2002 when they lost 3-2 to Deportivo La Coruna, which was the prelude to their first and only group-stage elimination.
