Kompany believes it could go down as one of the most memorable nights in the club's history if they pull it off.
He said: "It will be a special night and with the players we have, we are capable of anything.
"It will be one of those nights when people will have their eye on two different games.
"I have learned that these can be the most horrible nights, but also the best nights. Why not?
"Having Bayern Munich at the Etihad is something that hasn't happened for a long time so we should respect the moment.
"We must make a special night of it and believe 100 per cent we can do it."