The German outfit will enter the second leg as the slight underdogs following a 1-0 defeat in the first leg last week, but Neuer is "optimistic" that the holders will reach the final in Lisbon.
"We have our weapons in good shape and I have confidence in us," he told Bild.
"We have gone through semi-finals three times in the last few years and I believe that reaching the final this year would be a success.
"We know that we have already beaten very strong teams at home, often kept clean sheets and have scored several goals. This makes us optimistic. We believe that we'll go to Lisbon."
Bayern overcame Barcelona in the semi-finals last season before beating Borussia Dortmund in the final.