Los Blancos won the first leg 1-0 last Wednesday at Santiago Bernabeu, despite Bayern enjoying the majority of the possession.
Bale has said that he wants to beat the defending champions at their own game in the return match at the Allianz Arena.
"We will try to play good football. We are not a team that just defends," FourFourTwo quotes him as saying.
"We prefer to go and attack but we have to know how to defend tomorrow as well. We will give our best to reach the final."
Real last reached the final of the Champions League in 2002.