Manuel Neuer can pinpoint the moment he lost his nerve and, much to Bayern Munich's relief, it was not as he stared down Cristiano Ronaldo, Kaká and Sergio Ramos in a penalty shootout at the Bernabéu with a place in the Champions League final tantalisingly within reach. Rather, it came as Günther Jauch, Germany's very own Chris Tarrant, proclaimed that the footballer perched on the stool opposite was one answer away from €1m and, as the synthesizer music pulsed unnervingly around the studio, the question flitted on to the screen.

We should thank Nuremberg's Martin Behaim for the oldest surviving…?

A) Compass, B) Slide rule, C) Globe or D) Magnetic compass.

The goalkeeper shudders at the memory of his appearance on RTL's Who Wants to be a Millionaire? in November, not through any lingering sense of embarrassment, but because the whole experience was, in his own words, "so nerve-racking". The celebrity edition of the show had been part of a charity fundraiser and it was Neuer, ahead of any of the actresses, comedians and singers also taking part, who threatened to break the bank. But by the time it came to the 15th question, the 26-year-old had exhausted his 50:50 lifeline, telephoned a friend and consulted the audience. "With every question I was more and more conscious of how much was at stake for the child poverty charity I'd chosen," he says. "Honestly, it was an ordeal. Give me a penalty shootout any day. At least you have some idea of what's coming when you face someone from 12 yards.

"This was stepping out of my comfort zone, having all these questions fired at me and knowing the stakes are getting higher and higher. I can't remember most of the questions – they were a blur – but I do recall the last one. I'd never heard of Martin Behaim. I thought about it for a few seconds but I'd used all my lifelines and couldn't risk guessing. I just had to say: 'That's my gamble over,' then sat back relieved it was all over. The presenter asked me which one I'd have gone for, and I said the compass. Just as well I left it, really, as the actual answer was the globe. I thought the whole thing would have impressed my team-mates but, when I did get back to the training ground, all I got was: 'I could have answered that.'"

It is unlike Neuer to appear unnerved. This is a relatively young goalkeeper who has already forged a reputation as a powerful and reassuring presence, first with Schalke 04, now with Bayern and, as memories of Bloemfontein in 2010 flood back, with Germany. England might confront his 6ft 4in frame again this summer. Chelsea will need to find a way to unsettle him at the Allianz Arena on Saturday night if they are to secure a first European Cup at the hosts' expense.

Bayern, and Neuer, conceded six goals in home games in the Bundesliga this season. Neuer had arrived for €22m last summer, the second-highest fee paid for a goalkeeper, to be greeted by a sceptical Munich public, but a round-table discussion among the heads of various supporters' groups choked the protests and a run of eight successive clean sheets in the league between August and October established his credentials. His heroics to thwart Real in the semi-final shootout have ensured he feels loved.

His qualities – sheer size, smart reflexes and awareness – had attracted Manchester United last season, particularly after he had excelled for Schalke in defeat to Sir Alex Ferguson's team at Gelsenkirchen in the first leg of the Champions League semi-final. "But I always wanted to stay in Germany and continue playing in the Bundesliga," says Neuer. "Playing abroad never entered my head. Whenever you are involved in a big transfer there is a lot of attention but I can sense the fans are behind me. I made the right choice when I left Schalke, even if I've had to learn new skills here. I don't see as much of the ball, for one thing, and that can present its own difficulties for a keeper.

"It means I have to work hard on maintaining concentration levels, so that if I am suddenly called into action, I am ready for it. That's not easy, and I had to think of ways of dealing with such a change of mindset. One thing I came up with was to make use of any break in play. Now, if there is a stoppage of any kind, I walk into the back of my net, have a drink from my water bottle and switch off for a few moments. Once play resumes, the switch goes back on again. I have found that helps me stay focused. When you are not seeing much of the ball for long periods, you have to guard against your concentration wavering. This has helped me."

There will be periods as Bayern retain possession and Chelsea muster behind the ball when Neuer will seek refreshment. Bayern are braced for their visitors to employ similar tactics to those that deflated Barcelona in their semi-final, a smothering defence and bite on the break game-plan that has drawn local criticism in print from Günter Netzer and Matthias Sammer. Yet Internazionale beat Bayern in the 2010 showpiece in Madrid playing precisely that way, the Italians winning 2-0 despite the Germans enjoying the vast majority of the possession and summoning twice as many shots, albeit with contrasting accuracy. Neuer had watched that game from afar but he knows what to expect tonight.

"We are all professionals, with our own approach and style of play, and there was nothing wrong with the approach Chelsea adopted for those two games with Barcelona," Neuer says. "It was perfectly legitimate. All teams play to their strengths, though I must say we prefer a different style of football at Bayern. I think everyone knows what that is: we try to play an attacking brand because that suits us, but each to his own.

"Chelsea are very strong defensively and you can be lulled into thinking you have an advantage because they appear to be on the back foot. But that can be dangerous because suddenly they land a punch and it can leave you hurt and dazed. We saw that against Barcelona, and we have to be wary of that.

"But, whatever happens, we'll be ready. It can't do us any harm that we know the hotel we are staying in, or the dressing room we will get changed in, and the stadium we're running out in. We have strong characters in the team and that is good for making us a more effective unit on the pitch. And I just prepare myself as best I can for anything I may be called on to do. It is my job to try to make sure I am ready for whatever may be thrown at me, whether it be set pieces, crosses from any particular area, or penalties."

He had excelled in a European shootout before, with Schalke in a knockout tie against Porto four years ago, and had scrutinised the techniques of the Real players ahead of this season's semi-final second leg with the goalkeeping coach, Toni Tapalovic. "When it comes to a penalty shootout, a lot is down to confidence, and I am a confident person. You want to do something special for your team, and it felt great to be able to do that in Madrid. If we face the same scenario in this final, I will be confident about the outcome. I like to know what I am up against."

That would explain his discomfort in the glare of the television studio, when the questions flew at him from left-field and on all subjects. No one was complaining when he came up marginally short in his quest for €1m. Yet, on Saturday, he will back himself to complete the job.