The Gunners were beaten at the Emirates in the first leg of their last-16 Champions League tie, and Redknapp believes that they were playing with fear against last season's beaten finalists.
"Arsenal looked crippled by fear at times, while Bayern seemed invincible," Redknapp said in his column in the Daily Mail.
"Arsenal's passing style is something I really admire. They play the game the right way and in Jack Wilshere they boasted one of the outstanding performers of the night. But when faced with a team as defensively strong as Bayern, Wenger needs to be more direct.
"For 45 minutes Arsenal really struggled."
Arsene Wenger's side travel to the Allainz Arena for the return leg on March 13.