"Certainly our fans are dreaming that we can do it," UEFA.com quotes Chiellini as saying.
"They've been looking forward to this game since Saturday and we can feel it, but that doesn't mean we can just go on an all-out attack because they would hit us on the break. We have to play our usual game.
"We want to play a great game, we believe in it and we'll believe in it to the end. We will leave the field without regrets, whatever happens. We know we're up against a great side, but we know we can do well too. We can't wait to get out on the pitch tomorrow."
The defeat in Munich was Juventus's first in 19 games in Europe.