The German giants built a commanding 5-1 lead over Arsenal at the halfway stage of their last-16 first leg on Wednesday night, with four unanswered second-half goals taking the tie away from the Gunners.
Bayern will travel to the Emirates for the return leg next month, and Lahm is confident of sealing progress into the next round.
"We played very well before the penalty, then not so well until half time, but sensationally after the interval," he told reporters.
"We demonstrated our qualities in possession and scored the goals at the right time. The 5-1 victory puts us in a very, very good position for the return."
The match was Lahm's first since announcing his intention to retire at the end of the season.