The German has said that the Gunners are "hard to play against" and his teammates will have to be at their best to knock the Londoners out.
"We didn't celebrate when we heard we'd drawn Arsenal," Schweinsteiger told the club's official website.
"They're hard to play against. They have a long tradition, but they're not a typically English team."
Bayern are currently 15 points clear at the top of the Bundesliga.