Berlin (AFP) – After three consecutive semi-final defeats against Spanish clubs in the Champions League, Bayern Munich head to Atletico Madrid for Wednesday’s group match with a point to prove.

“We want to show that we can do better than in the last few semi-finals. We certainly have a score to settle there,” said Bayern forward Thomas Mueller before the team jetted off to Madrid.

After the highs of beating Borussia Dortmund in the 2013 Champions League final came Bayern’s lows of semi-final exits to Real Madrid, Barcelona and then Atletico in each of the last three seasons under Pep Guardiola.

Atletico have won 25 of their last 30 home European games making the Estadio Vicente Calderon something of a cauldron.

Last season’s semi-final exit at the hands of Diego Simeone’s Atletico was particularly painful for Bayern, who won the return leg 2-1 in Munich after losing 1-0 in Madrid as the Spanish side reached the final on away goals.

“In the last three years, we played three times against Spanish teams and always lost there,” said Bayern chairman Karl-Heinz Rummenigge.

“We saw how strong Atletico are last season and you can’t get much more of a tougher test.

“Now we have the chance to show with Carlo (Ancelotti) that we can get at least a point there — or even three.”

After Guardiola failed to steer Bayern to the Champions League final, his successor Ancelotti is the Bavarian giants’ not-so-secret weapon.

Two years ago, Ancelotti’s Real Madrid won the 2014 Champions League final with a 4-1 extra-time win over Atletico.

“I really like Madrid and I’m looking forward to going back, I had two wonderful years there,” said Ancelotti.

Sightseeing will be the last thing on the Italian’s programme, with Ancelotti more concerned about French forward Antoine Griezmann, whose goals knocked Bayern out of Europe last May.

“He could play at any big club in Europe,” said Ancelotti.

Bayern smashed Russian side Rostov 5-0 in Munich in their opening Group D match, the same night Atletico won 1-0 at PSV Eindhoven.

But the German team’s players know they will be in for a much sterner challenge on Wednesday.

“It will be a difficult fight in Madrid and we have to at least get a few goals,” said Bayern captain Philipp Lahm.

Bayern defender Mats Hummels, who trained on Monday after limping out of Saturday’s 1-0 win at Hamburg with a knee injury, says the Bundesliga leaders have a “pretty tricky task against one of the top favourites to win the Champions League”.