The Bavarians were beaten on penalties by the Blues in the 2012 Champions League final, before lifting the trophy after beating Dortmund back in May.
But the goalkeeper admits there is still a score to settle with the Premier League side and says he will be doing all he can to gain revenge.
He told Uefa.com: "It's a unique chance for us players to win this trophy. It's a final, and a match against the Europa League winners, and that's Chelsea. We still have something to clear with them, and take revenge, so hopefully we can win in Prague."
The 27-year-old then gave an insight into the pressure Bayern were under ahead of last season's Champions League final and admits the prospect of defeat at Wembley was unthinkable.
He added: "[Winning the Champions League] was very important. We would have had a very difficult time if we hadn't done it. Last season we were very motivated, we wanted to finally achieve a lot of success and managed to win the treble, but we could have never lost the final against Dortmund."
Pep Guardiola has since taken over from Jupp Heynckes as Bayern boss and guided the treble-winners to wins in all three of their opening Bundesliga matches, with the latest a 2-0 victory over Nurnberg.
And Neuer explained the differences between the former Barcelona boss and Heynckes, having got to know the Spaniard in recent months.
"He's certainly a totally different person to Jupp Heynckes," he said. "Jupp had a lot of experience from coaching many big clubs in Europe and he had a good feeling for different situations.
"We've not played under Pep for that long, but he's clearly an advocate of attractive football, just like Jupp."
