Manchester United, Manchester City and Chelsea have already been knocked out of the competition, with Arsenal the only Premier League team still with a chance of making it through to the last eight.
However, the Gunners are 3-1 down from the first leg of their last-16 tie against Bayern played at the Emirates Stadium in London last month.
"It will be a huge surprise if there are no English teams in the quarter-finals," Lahm told reporters. "Lots of teams have come to the fore over the last few years including [Borussia] Dortmund.
"They have also been handed tough draws, but at the end of the day, I am not interested in the fortunes of English teams, my sole focus is on Bayern.
"We always want to make it to the final. Of course London is a nice place, but for us it is not about going to Wembley, it's about reaching the final of the Champions league. Every final is something very unique and really special."
Bayern will host Arsenal at the Allianz Arena in the second leg on Wednesday.