Having finished third in last season's Bundesliga, Bayern are in the qualifying rounds for the first time since 2002 and face a Zurich team who have only made the group stages once before.
However, Bayern are not taking Zurich lightly.
"They were the Swiss runners-up, meaning they were second to Basel, who we played in the group phase last year, those were tight games and we have been warned," said Karl Hopfner, the vice-chairman of Bayern's executive board.
"We are looking forward to playing them."
Bayern have had a faltering start to the season after they were beaten 1-0 at home to Borussia Moenchengladbach on the opening weekend of the season.
They bounced back with a late winner from Brazil midfielder Luiz Gustavo at VfL Wolfsburg on Saturday, although they were lucky to see a first-half goal from Patrick Helmes ruled out for offside.
Zurich scored twice late on as they secured a fine 2-1 win over Basel at the weekend, and Bayern will be under pressure to perform at home on Wednesday.
Having spent around 35 million euros to recruit Germany's top goalkeeper Manuel Neuer and defender Jerome Boateng, the pair combined for the blunder against 'Gladbach which cost Bayern defeat.
Vice-captain Bastian Schweinsteiger has complained about a lack of team spirit and the Bavarian giants were again unimpressive against Wolfsburg.
Zurich's last European away success was a 1-0 victory at AC Milan in the 2009/10 Champions League group stage, so Bayern should be aware of their threat.
This will be Bayern's first competitive meeting with FC Zurich and Germany striker Mario Gomez is looking forward to coming up against former VfB Stuttgart team-mate Ludovic Magnin, who is now FC Zurich leftback.
"I swapped text messages with (FC Zurich's) Ludovic Magnin a couple of days ago, and we've already discussed the match," said Gomez.
The second-leg will take place on Tuesday, August 23 at Zurich's Letzigrund Stadium.
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