Bayern, 10 points ahead in the German league with five games to go and already into the UEFA Cup semi-finals against Zenit St Petersburg, are looking more and more likely to take all three titles provided they can beat Dortmund. Bayern beat Dortmund 5-0 on Sunday but Kahn said that result could set his side up for a fall.
"It's a final and anything which happened before will have no bearing on it even if we recently beat them 5-0 and they are having a poor season," said Kahn who will be playing his last German Cup match before retirement at the end of the season. "We shouldn't think it will be a walk in the park."
Dortmund, the 1997 European Champions League winners under Bayern's current coach Ottmar Hitzfeld, are only 13th in the league and have nothing to lose.
"In a final such as this they (Dortmund) have absolutely no pressure on them and in these circumstances they could easily put in an incredible performance. We have to be really focused," added Kahn.
Kahn did not play in Wednesday's 3-1 victory at Eintracht Frankfurt but comes back into the side for this cup final at Berlin's Olympic stadium where Bayern hope to capture their 13th title. As for the treble, general manager Uli Hoeness was full of optimism for the end to Bayern's season.
"This team is remarkable for the fact they can always find another gear, and never give up even after falling behind. They stay focused and keep going, and more than anything else, they keep looking for goals right to the end," said Hoeness about their Frankfurt performance.
Hoeness was particularly impressed at the quality shown by a clutch of second-string players with limited match practice behind them this season. "We've proved the team comprises more than just three or four individuals."
Bayern's coach Hitzfeld said it was up to Bayern not to slip up by keeping up the brand of quality football which has put them on the verge of three titles: "What our rivals do is less important to us now."
Against Dortmund, Bayern will be without Hamit Altintop, who has a foot injury, and a question mark also hangs over Willy Sagnol, who was substituted late in the game against Frankfurt, also with a foot problem.