|Koscielny capped off a MOTM display with a late goal|
Bayern's first attempt on goal came from the boot of Toni Kroos as he drove a shot from distance which resulted in an easy save for Fabianski.
The German side were now starting to find their rhythm but they fired two shots over the bar in quick succession through Gustavo and Martinez.
Arsenal's passing was very sloppy and the ball was then gifted away which resulted in a shot from Kroos on the edge of the area. However, Fabianski was equal to it once more.
The Gunners were living dangerously as Mertesacker cleared the ball straight to Muller who then hit the post from a tight angle.
The score at half time was 1-0 to Arsenal on the night and 3-2 to Bayern on aggregate.
The first attempt on goal in the second half came from Robben as he weaved his way towards the box before firing the ball inches wide of the goal.
Toni Kroos was the next player to have a shot on goal. However Fabianski wasn't needed this time though as the ball flew wide.
Arsenal's first attempt of the half saw Giroud chest the ball and then smash an effort from range over the bar.
Bayern were desperately looking for a goal to seal the tie. Gustavo then came the closest as his bending shot curled just wide.
It wasn't as big as the next chance though as Robben played a one-two with Muller before bearing down on goal and then seeing his shot brilliantly saved by Fabianski.
The Gunners were struggling to create many chances but then got one through Gervinho as he turned past Van Buyten before poking the ball wide.
Fabianski was then forced into making another save as Muller turned his man before blasting a shot towards goal which was well kept out.
With 5 minutes left to play Arsenal scored to give themselves hope. Santi Cazorla's corner found Koscielny who headed the ball home to make it 2-0 on the night.
However it wasn't to be as the final score finished Bayern 0-2 Arsenal with the German side going through on away goals rule 3-3.
The teams lineups:
Bayern Munich: Neuer, Lahm, Van Buyten, Dante, Alaba, Martinez, Gustavo, Muller, Kroos(81), Robben, Mandzukic(73).
Subs: Starke, Rafinha, Contento, Tymoschuk(81), Shaqiri, Pizarro, Gomez(73).
Arsenal: Fabianski, Jenkinson, Mertesacker, Koscielny, Gibbs, Arteta, Rosicky, Ramsey(72), Walcott(72), Cazorla, Giroud.
Subs: Mannone, Vermaelen, Coquelin, Diaby, Arshavin, Oxlade-Chamberlain(72), Gervinho(72).
My man of the match: Laurent Koscielny
Referee: Pavel Kralovec(CZE)