They know what it means to play in the Champions League.
Wenger enters this tie with the familiar chorus of trapped rage at his own consistent, but consistently moderate, standards of elite-level success.
The former Republic of Ireland worldwide believes that Wenger should announce his intention to leave at the end of the season.
Wenger is at a loss as to why the World Cup victor has dropped from his usual high standards in recent weeks but said he had talked to the player, reportedly a summer target for Bayern, about the situation.
While it was a miserable night for Arsenal, some Sky Bet punters were celebrating along with Real and Bayern after a 400/1 request-a-bet came in - Robert Lewandowski to score a header and Arsenal to miss a penalty.
Asked what it took to win this competition, Ancelotti gave a thoughtful response.
A rampant Bayern continued to poor forward and with Arsenal wilting under pressure, an inevitable fourth goal arrived in the 63rd minute, moments after the Bavarians had hit the bar. "The courage is important". Bayern finished second in Group D to Atletico Madrid. Neuer was quick to row back on the suggestion that Arsenal might be a soft touch.
Arsenal face a tough test against a Bayern side they have met three times at this stage of the competition since 2005, losing on each of those three occasions. "I don't know why he is underperforming - it can happen". People may forget that Ancelotti was a player in 1989 and 1990 in one of the greatest teams of all time, AC Milan's European champions. Could you say it was because Koscielny wasn't in the defence?
Hummels was also bullish about the likely reception for the visitors at a ground where Bayern like to start with an attacking swagger.
"We have to be very positive on the fighting front and playing front".
After Philipp Lahm announced his impeding retirement, Michael Tarnat is confident the Bayern Munich has made the right decision for himself.
There is no doubt, as well that some of the players have become far too comfortable under Wenger and love to be treated as children rather than as men, and this is impacting on the players' performances and overall affecting the play. "We have to recover and focus on our next game".
It was a dominance they capped off in the 11th minute, when Robben produced a vintage piece of play.
Essentially, Arsenal have not performed when it really matters lately.