Bayern have one foot in a seventh European semi-final in nine years after earning a 2-1 away win at Sevilla in last week's first leg.
However, Sevilla have already given a clear demonstration of how dangerous they are away from home in Europe.
After a goalless draw in Seville in the last 16, they dumped Jose Mourinho's United out with a 2-1 win at Old Trafford last month with French striker Wissam Ben Yedder netting both goals.
Robben warns Bayern must be on their guard, especially given their history of elimination by Spanish teams in the knock-out phases in each of the last four seasons.
"We need to be careful," warned Robben.
"It's the last roll of the dice for Sevilla and they will give it their all.
"Everyone is talking about the semis, but if we win, then we can talk about that.
"A 2-1 win away from home is always great, but it's not the same as 5-0 against Besiktas (in the last 16).
"They (Sevilla) did brilliantly in Manchester and we know we have to perform."
Bayern head coach Jupp Heynckes expects Sevilla to attack from the first whistle in Munich.
"They will certainly go on the offensive," said Heynckes.
"If you lose 2-1 at home, you have to take the initiative -- and that is certainly what Sevilla will do.
"They have to take risks and score two goals in our stadium.
"They are a team who press really well, but we know what we can do.
"We're in a good mood, we're hungry and our big goal is to reach the semi-finals."
Ruthless at home
The Bavarian giants have been merciless recently at the Allianz Arena, demolishing both Hamburg and Borussia Dortmund 6-0 in the last two home games.
Heynckes is wary of the return of midfielder Ever Banega -- the "heart" of the Sevilla team -- with the Argentinian play-maker back from suspension.
With one eye on a potential semi-final, Bayern's stars must be careful.
Top-scorer Robert Lewandowski, who has netted 35 goals in 39 games for Bayern this season, is just one yellow card from a ban.
The same applies to Franck Ribery, Joshua Kimmich, Corentin Tolisso, Jerome Boateng and Sebastian Rudy.
Heynckes said Boateng is fit despite a bruised foot.
The Germany centre-back picked up the knock when Bayern were confirmed Bundesliga champions for the sixth straight season with a 4-1 win at Augsburg on Saturday.
However, Heynckes said both left-back David Alaba, back in training after a back injury, and midfielder Arturo Vidal, who has a knock, are unlikely to play.
Bayern have reason for optimism about going into the draw for the semi-finals on Friday.
Sevilla are winless in their four games since winning at Old Trafford and crashed to a 4-0 league defeat at Vigo on Saturday.
Pressure is mounting on head coach Vincenzo Montella after some ropey defending at Vigo.
"The impossible things might become possible if you believe -- and I still believe," said Montella ahead of the Munich match.