Bayern crushed Barcelona 8-2 in Friday's quarter-final tie to make it nine wins in a row in this season's competition and 27 victories in their past 28 matches overall.
However, Lyon knocked out a much-fancied Manchester City side in the previous round, having already overcome Italian champions Juventus in the last 16, and Garcia insists his side have no fear.
"We cannot look at the stats, otherwise we will just stay and watch the game at the hotel," he said at Tuesday's pre-match news conference.
"We know who we are playing - they do not have many weak points. But like all the teams in the world, none of them are perfect.
"It is up to us to express what we are capable of. We are capable of doing anything with this team, even causing problems for Bayern.
"Yes we are an outsider, but we have already taken out some great teams."
Lyon stunned City 3-1 in Lisbon on Saturday through a couple of Moussa Dembele goals after Kevin De Bruyne had cancelled out Maxwel Cornet's opener.
And Garcia believes his side, who finished seventh in last season's shortened Ligue 1 campaign, will take great confidence from their performances up to this point.
"It's good to be in the semi-finals - it's already been a huge effort. The two qualifiers we have played should give us confidence if we need it.
"It is a real pleasure to see the Lyon players give everything for each other."
Garcia added: "If we looked at City's stats before the match, we could tell ourselves there is not a lot we could do. Bayern is the same.
"We know that we are arriving as outsiders, but we will have chances and must seize our opportunities."
Match-winner Dembele was a second-half substitute against City, with Karl Toko Ekambi preferred up top, but Garcia is not ruling out changes to his line-up on Wednesday.
"Everyone is physically fine," he said. "But we have discussed with the staff whether playing four days later would be problematic.
"It should be fine but we have the ability to change the team. If one or two are not ready then others can take over."