Arsenal breathed some life back into their Champions League with a 2-0 win over Pep Guardiola's Bayern at the Emirates Stadium a fortnight ago in Group F.
It was the German league leaders only defeat of the season and Arsenal's Germany centre-back expects Bayern to want to make a statement at the Allianz Arena.
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"They will be wounded," said Mertesacker.
"We were the first team to really challenge them and beat them.
"They will want to prove that they are better than us.
"But in their own stadium it will be a different game, they are outstanding in their league."
Arsenal are unbeaten in their last two visits to Munich, but are third in the group with three points while Bayern are top with six.
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The Gunners need at least a point from Munich having drawn 1-1 at the Allianz Arena in the 2013/14 season having beaten Bayern 2-0 at home the previous season.
Bayern's captain Philipp Lahm rejects the notion his side is wounded, but there was a whiff of determinaion around their Munich training centre.
"We're focused, but we have no reason to be wounded," said Bayern's captain with the Germans top of Group F.
"We are top of the Bundesliga and our Champions League group, you can't get much better than that.
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"We weren't wounded after the away defeat.
"We're playing at home, it's a top game and we want a win to consolidate our place at the top of the table."
Chile midfielder Arturo Vidal has backed the Bavarians to set the record straight: 'We'll show Arsenal the real Bayern on Wednesday', while Bayern striker Robert Lewandowski is eager to hit the back of the net after 17 goals in all competitions.
"I've gone two games without a goal now, obviously I want to score again. I will give everything for that," said Lewandowski.
"The most important thing is that we control the game and score the first goal.
"We must not lose control of our game and need a good mix between defence and attack.
"We can't just run around blindly against an opponent like that. We have to be patient."
This is Bayern's 16th meeting with English opponents in the last five seasons and their overall record against English teams is 12 wins, six draws and three defeats.
Arsenal warmed-up for the trip to Munich with a 3-0 win at Swansea on Saturday which left them second in the Premier League table, but level on points with leaders Manchester City.
Bayern dropped their first Bundesliga points of the season on Friday when they were repeatedly frustrated by a defensive display from their hosts in a goalless draw at Eintracht Frankfurt.
Bayern are peerless in Germany and hold a five-point lead at the top of the Bundesliga table, but coach Pep Guardiola is annoyed by talk that the league title is in the bag -- or that his side is a shoo-in for the knock-out stage.
"We've not won the cup, we're not champions, and we've not won the Champions League," Guardiola warned before the Frankfurt draw.
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