The German club could potentially win three competitions this season as they seek to claim their first trophy since 2010.
Bayern are 17 points clear at the top of the Bundesliga, have reached the semi-finals of the DFB-Pokal and hold a 3-1 lead going into the second leg of their Champions League last-16 tie against Arsenal.
"I long to be overwhelmed by that happiness," Robben told Bild. "I still remember how it feels to touch cups and trophies. It tingles, it's just unbelievably beautiful.
"The best moment is immediately after the game on the field and in the booth. You feel redemption. On the balcony [at the town hall] it is also very nice, but by then you have to sleep on the victory and it is already clear in my head."
Bayern host Fortuna Dusseldorf in the Bundesliga on Saturday afternoon.