Bayern host Chelsea at Munich's Allianz Arena with the Bavarian giants bidding to lift the trophy for the first time since 2001, having reached two of the last three finals.
Lahm played in the Bayern team that lost 2-0 at the hands of Jose Mourinho's Inter Milan in the 2010 final in Madrid.
Current club president Uli Hoeness and chairman Karl-Heinz Rummenigge, meanwhile, were part of the Bayern team that won consecutive titles in 1974, 1975 and 1976.
Lahm will lead Munich out on Saturday eager to make history by lifting the Champions League trophy for the second time and claiming the club's fifth overall European Cup title.
"You need an international title if you want to become a golden generation," said the 28-year-old. "You want to lift the cup when you are in a final. And of course it is nice to be the first one to lift it. I don't have many more years at the top level."
Bayern have been licking their wounds since they were hammered 5-2 by Borussia Dortmund in last Saturday's German Cup final and Hoeness has warned that FA Cup winners Chelsea are a dangerous side.
"Chelsea are a team with their backs against the wall, because of their up-and-down season in the league," he said.
"If they lose the final, they will not be in the Champions League next season and we all know what that means for a team like Chelsea. Anyone who thinks we have already won this match is certainly wrong."
Bayern are bidding to become the first team since Inter at San Siro in 1965 to win the European title on home soil and two years after defeat in Madrid, Lahm says the team has grown.
"We have many players who were playing for us in 2010," said Lahm. "We have developed, we have much more experience. The belief in winning the title is much bigger than two years ago."
Having been a ball boy in 1997 when the Champions League final was last played in Munich, Lahm admitted he never dreamed he would one day captain Bayern in a European final.
"At the time, I definitely wasn't dreaming that I would one day be competing for the trophy, it was simply too far away," Lahm told Munich-based newspaper Sueddeutsche Zeitung.
The Germany and Bayern captain was 13 years old when Dortmund claimed the trophy with a 3-1 win over Juventus on 28 May 1997 at Munich's Olympic Stadium, which was Bayern's previous home stadium.
Despite the occasion, Lahm admitted he was underwhelmed by the experience. "It was nothing special. The same group (of ball boys) had been together the whole season for every home Bayern Munich game. We wore the same kit and there was no special briefing," he said.
Munich's 69,000-seater Allianz Arena, Bayern's home ground since 2005, will be sold out on Saturday, but the final will also be screened at the Olympic Stadium as the club received more than a million ticket applications.