Inzaghi says the Serie A side’s target was to qualify for the knockout phase of Europe’s premier club competition for the first time in 20 years.
Lazio were beaten at home 4-1 by the European champions in the first leg last month and any chance of a comeback against Hansi Flick’s men is realistically impossible but Inzaghi has urged his men to play their best football and enjoy the moment against the Bavarian giants.
"We know how much we have worked in recent years to play games like this, in a prestigious stadium and against a huge team," Inzaghi said at a press conference ahead of their visit to the Allianz Arena.
"Our target was to qualify for the knock-out stages for the first time in 20 years. We did it, we know we undermined our qualification hopes, but we will play it in the best way," he added.
"We will go there to play the game in the best way, also because before we met Bayern, we had never lost. We want to have a great match.
"We must put in a great performance against Europe and World Champions. We must be aggressive and determined. They are a strong team and deserve to have won many trophies in recent years.
"We picked up draws in Dortmund, St. Petersburg and Brugge, but we deserved more, we will face many difficulties, but we'll play our game with determination.
"We must enjoy every moment of tomorrow's game. I hope it will happen again in the future. We are all ambitious.
"Lazio hadn't played Champions League football for ten years, but I agree we should finish top four with more consistency.
"We know that it is not easy. There are some top clubs and Atalanta ahead of us, but we want to have consistency."