Thomas Muller: Bayern Munich couldn't handle losing a Champions League final again

He had won the European Cup. That much was certain. The header had been from close range at the far post and was directed powerfully downwards. The ball touched the bottom of the crossbar as it went in. There were seven minutes left. Bayern Munich had lined up to take shots. They had missed a penalty, struck the post, had a goal disallowed. Chelsea had yet to force a corner. Finally, the knockout blow had been delivered.

As he wheeled away, arms pumping, mouth open, it seemed appropriate that Thomas Müller, a boy from Bavaria, should have scored in a final in Munich. At 22, he was an integral part of the young, dazzling German national side. The only criticism of them was that, unlike their more robotically efficient predecessors, they never seemed to win big trophies. Well, they had now.

Müller found the next few days very hard to deal with. The post-match party at the Postpalast conference centre was gruesome. Nobody could quite believe what had happened. It was, according to those who had experienced both, worse, far worse, than losing to Manchester United in injury time in 1999.

Müller remarked that, afterwards, if "a ball had fallen at my feet, I wouldn't have known what to do with it". He sent a text to his team-mates telling them never to forget this feeling. The word to describe how he felt was "Pleite" which means: "Bankrupt".

The club Müller plays for earns more cash from commercial deals and sponsorship income than any other in the world. They have used it to buy Germany's best keeper, Manuel Neuer, and to outbid Manchester City for Athletic Bilbao's holding midfielder Javi Martinez. By the time next season comes around, Mario Götze and probably Robert Lewandowski will have left Borussia Dortmund for Munich. Bayern would probably not even have to go into the red to find the likely £120m cost.

Their 23rd Bundesliga trophy that was paraded through the Marienplatz last week will take its place in the club museum with the others – forming a long, glittering row in glass cases.

Walking through the museum makes Bayern Munich's triumph seem inevitable. There is a section entitled "The Best Club Side in the World" detailing the years between 1974 and 1976 when Sepp Maier, Franz Beckenbauer and Uli Höness won the European Cup three times in succession. One Premier League manager said matter-of-factly that he expected Bayern to dominate European football for the next five years. They have more money, less debt and more young footballers than their rivals.

Wembley will be Müller's third European Cup final and he is 23. The first saw Bayern under Louis van Gaal outplayed by the Internazionale of Jose Mourinho, a meeting of two of football management's greatest egos.

Not many at the Allianz Arena liked Van Gaal. Before taking up the post, he had checked into a monastery to learn German and treated his players like novices. Franck Ribéry was forever threatening to quit and being talked round by Höness, the president.

Müller, however, liked him. "How many other mangers would have dropped established internationals to give a chance to a 20-year-old?" he said. "A decade on from that terrible Euro 2000 [when Germany finished bottom of their group] things have changed and you have far more young talent on show. We don't tend to buy older, foreign players any more."

At Wembley, the vast majority of the footballers fielded by Bayern and Dortmund will be German. In 2008, in the all-English final between Chelsea and United, less than half the starting line-up was from England.

"There has been a lot of talk about the national team for some time," said Müller. "Now it is the Bundesliga getting the attention. Internationally, we have shown a lot of quality but we have lost vital games against Italy and Spain. We haven't taken the final step but, if you ask me now, I think we could beat the Spanish."

However, when it mattered, Bayern didn't beat the Spanish or the Italians. Only Benfica have lost more European Cup finals and some have been squandered in extraordinary circumstances.

The decisive goal for Porto in 1987 was an instinctive back-heel from Rabah Madjer, who had been part of the Algerian World Cup side eliminated when West Germany and Austria decided to play out a draw so they would both go through. The final was in Vienna.

Then came the moment three minutes from the end in 1999, when Boris Becker and the Uefa president, Lennart Johansson, picked up the cup, draped in the colours of Bayern Munich, to present to Oliver Kahn. By the time the lift had taken them pitch-side at the Nou Camp something had changed. "Have United equalised?" Becker asked. "No," came the reply. "They've won."

This final has to be won, otherwise Bayern will join the South African cricket team as the worst chokers in international sport. "We have to win," said Müller. "If you lose three finals in four seasons you are going to be labelled chokers. We could win a lot in London but we could lose a lot, too."

The question is how a side crushed a year ago could have recovered to take more points from 34 games than United did from 38. On their way to Wembley they have beaten Arsenal, Juventus and Barcelona by a combined score of 14-3.

Bayern have always possessed great powers of recovery. Two years after they had the trophy snatched from them in Barcelona, they faced United again, this time in the quarter-finals. They won in Manchester and Munich and went on to win their fourth European Cup. "They had gone forward since 1999," wrote Roy Keane in his autobiography. "We had not taken the next step. We were talking big but not delivering."

While the bitter taste of defeat to Chelsea was still rolling around their mouths, the club did not fire their manager, Jupp Heynckes, although they did appoint Matthias Sammer as sporting director as insurance.

Sammer, who alongside Paul Lambert kept first United and then Juventus at bay as Borussia Dortmund won the 1997 European Cup in Munich, is a hard, uncompromising man. When the Dortmund manager, Jürgen Klopp, described some people at Bayern as acting like "Bond villains" when they persuaded Götze to move to Munich, it was Sammer he had in mind. When the two teams last met, they almost came to blows on the touchline.

"I hope you are right, that we are under more pressure than Dortmund because we perform at our best under pressure," Sammer said. "They say that they can wreck our season at Wembley. Laughable, isn't it?"

Heynckes lacks the arrogance of Van Gaal, his predecessor, and the charisma of Pep Guardiola, who will succeed him. He is 68, a gentler kind of man. This will be his third European Cup final. He was fired by Real Madrid after winning the first in 1998 and after Wembley he will return to his farm and the long walks with his dog.

A young local journalist asked him if Bayern Munich, German football's great lone star of the south, could survive a third defeat in a final. Heynckes turned to him: "You are a young man and young men should be optimistic. I have been a coach for 34 years and I've always looked forward. Be optimistic for us."