They are one of the best-run football clubs in the world with one of the best stadiums and, of course, one of the best teams. Soon they will have the much lauded Pep Guardiola, who is taking over in the summer as their coach.
But that is not enough. Not for Bayern Munich fans.
On Friday, the Bavarian giants were paired with Juventus, the league leaders in Italy's Serie A, in arguably the pick of the Uefa Champions League quarter-finals.
Bayern will start as favourites, but after receiving what their manager Jupp Heynckes called "a black eye" against Arsenal on Wednesday at the Allianz Arena as they ended up going through on away goals after losing 2-0, few fans will be getting ahead of themselves.
Before that second leg against the London club, Bayern's fans and players oozed confidence that, in hindsight, bordered on overconfidence. When Arsenal took a third-minute lead the mood changed. Suddenly, the crowd was edgy, and visibly impatient.
"The fans are always like that," said Kurt Rudigier, a Bayern supporter who travels from Austria to Munich for games and was at the match. "They will cheer when they are winning, but complain when things are not going well."
Against Arsenal, clearly, Bayern's defeat to Chelsea on penalties in last year's Champions League final, which was also played at an electric Allianz Arena, was still fresh in the memory. The doubts resurfaced, as did the complaints.
In fairness, it is easy to see why Bayern's supporters are so demanding. The club is at the forefront of a German renaissance in the Champions League, and are targeting their third final in four years.
Off the pitch, much has been made recently of the financial health of German football. And no club in the world is run as efficiently as Bayern Munich.
The 2011/12 season brought revenues of over €370 million (Dh1.7 billion), and the ninth consecutive year that the club has posted a profit. The cash injections of Adidas and Audi, both with 9.1 per cent stake in the club, make that a possibility, as does the shirt sponsorship of Deutsche Telekom.
The club's business model is now the envy of the football world.
But it is on the pitch that the fans crave superiority. And with the Bundesliga title all but wrapped up for a 23rd time (they lead the title race by 17 points), Bayern could now focus on winning the Champions League for the first time since 2001.
On Wednesday, Arsenal threatened to end the dream prematurely, and Bayern's alarming performance would have left Guardiola with much to ponder.
But Guardiola, who will take over from the retiring Heynckes after his sabbatical year, following an impressive tenure at Barcelona that was highlighted by two Champions League wins in three years, will already be aware he has plenty of work ahead of him.
The Bayern squad is perceived to have too many egos in it, something that the club has traditionally suffered with and which gave rise to the nickname of FC Hollywood.
No one typifies the cult of the individual more than Arjen Robben. Often brilliant, the winger can also be outright frustrating, as he was against Arsenal.
Throughout his Bayern career, a combination of inconsistency and selfishness has often not endeared him to the fans or indeed to some of his teammates. Such inconsistency will not be tolerated by Guardiola. Nor will individuality be accepted over his team ethic.
At Barcelona, even the world's greatest player had to fit into his system.
In fairness, Bayern showed in the first leg against Arsenal in February, when they won 3-1, that when they click as a unit they are a force to be reckoned with.
Such was the brilliance of their performance that many, especially after Barcelona's first leg defeat in Milan, immediately made them favourites to win the trophy in May. The second legs of both ties, however, introduced a painful dose of reality to that notion.
As has the quarter-final draw. Juventus, who have not won the trophy since 1996, are going through a renaissance themselves and are seen by many as the dark horse of this season's competition. Should Bayern exit at this stage, all the profits in the world will count for nothing.
As Guardiola prepares to join in the summer, Bayern find themselves in a curious position. Continental dominance, like the one enjoyed by Barcelona over the last five years, is now a real possibility. On the other hand, failure is no longer an option.
Against the miserly Juventus defence in the next round, Bayern will have to considerably up their game. Get through to the semi-final, and those difficult to please fans will start to believe once again.
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