The reigning champions travel to Gelsenkirchen to take on Jens Keller's side after recording four wins and a draw in their opening five top-flight matches under new manager Pep Guardiola.
Bayern also got their UEFA Champions League defence off to an impressive start by beating CSKA Moscow 3-0 on Tuesday.
Neuer has started every game this season and is anticipating a tough challenge when he returns to the Veltins-Arena to take on his former club.
"We can't expect it to be a walkover," the Germany international told Bayern's official website.
"I think it will be a challenge to beat Schalke, especially considering they’re on a roll.
"We know Schalke are performing very well at the moment, so we have to do everything we can to win this game.
"If we think it will be a simple kick-about, we’ll be shown how wrong we are."
Neuer has faced Schalke four times in the Bundesliga since leaving for Bayern in 2011, winning on every occasion.
