The fixture - traditionally between the respective winners of the Bundesliga and DFB-Pokal - pits Bayern against Borussia Dortmund for the third season in a row after Pep Guardiola's men won both competitions last season.
The sides have one win apiece from the past two years, and Schweinsteiger says Bayern are relishing the chance to add another piece of silverware to their trophy cabinet.
"Of course you take it very seriously," he said. "It's a trophy that you can then present. Of course we want to win the game.
"Last year we lost there, and so we really want to win the title. But it is difficult.
"Dortmund play at home, but we will send a team on the pitch that can win the game."
Dante echoed those comments, adding: "It is important that we are ready in the head.
"When we play against Dortmund we have respect. The team is our biggest rival and we mustn't think: 'This is training'. This is totally wrong.
"Of course we want to win a title again. We have to be very focused to win on Wednesday.''
