But the German winger warns that their looming showdown with Borussia Dortmund will be far from easy.
Bayern go into Saturday's clash at Allianz Arena with a perfect start to the season, they have won all ten of their competitive matches so far. Meanwhile, Dortmund remain unbeaten, four points behind Bayern in the Bundesliga.
Yet Bayern have not beaten Dortmund in their last four meetings. That history hasn't escaped Gnabry's notice. He told Bundesliga.com:
"The atmosphere. The clubs. The history. The two best teams in Germany, over the past years. When they meet, it will always be a special match, with a lot of expectations. Of course, it's also not easy to win when it's against Dortmund but also playing away is brutal, in their stadium. Now, at home, we need to win. It's a brutal game and I hope it'll be another close battle."
Asked about Dortmund's resurgence this season, Gnabry admitted he hasn't had the time to study all their matches. But he singled out forwards Karim Adeyemi and Serhou Guirassy as dangerous threats.
"I have to admit I haven't watched all of Dortmund's games. The highlights, they had some crazy games. Karim is in great form. Guirassy we don't even have to discuss. A very good striker. Slowly, their system is starting to take shape."
Gnabry's own form has drawn praise. He has been heavily involved in Bayern's attack this season, scoring and creating. And with his contract running down, reports suggest he is even open to a pay cut to stay in Munich.
On the Dortmund side, coach Niko Kovac insists his team will show no fear. He says they must be compact, brave and attack without caution in Munich.
Meanwhile, Bayern coach Vincent Kompany cautions that Der Klassiker has its own logic, form doesn't guarantee victory in this rivalry.
This match pits two heavyweights both chasing perfect starts, but only one can maintain an unblemished record. All eyes will be on Gnabry, Adeyemi, Guirassy and the tactical battle that could set the tone for the Bundesliga title race.
Bournemouth continued their perfect start to the Europa League league phase with a 3-0 victory over AC Milan, while Crystal Palace drew 2-2 with Besiktas in Istanbul and Juventus were held by Rennes by the same scoreline on Thursday.
Vincent Kompany has played down fears of serious injuries to Luis Diaz and Min-jae Kim after Bayern Munich's 2-2 draw with Arsenal in the Champions League on Wednesday.
Arsenal manager Mikel Arteta fears Bukayo Saka could face another spell on the sidelines after the winger suffered a quadriceps injury during Wednesday's 2-2 Champions League draw against Bayern Munich.
Vincent Kompany believes Harry Kane would be a deserving Ballon d'Or winner after the Bayern Munich striker scored and provided an assist in their 2-2 Champions League draw against Arsenal at the Allianz Arena in Munich.
