Bayern were beaten 1-0 at home as last season's relegation contenders left the Allianz Arena with their first win in Munich since 1995.
Having spent more than 40 million euros last summer on a host of signings – including Germany's star goalkeeper Manuel Neuer and defender Jerome Boateng – defeat rocked the Bavarian giants.
But Schweinsteiger, who netted Germany's opening goal in the 3-2 win over Brazil in midweek, says Bayern have to pull together if they are to loosen defending champions Borussia Dortmund's grip on the Bundesliga crown this season.
"We need to play more as a team," said the 27-year-old, after Bayern failed to recover from a poor start last season and finished without silverware.
"That was our problem during the start of last season. We must not make the mistake again: you need to have a good team spirit in order to succeed in football."
Despite their undoubted individual class, Bayern still need to integrate new signings Neuer, Boateng and defender Rafinha, especially as a blunder by Neuer and Boateng led to 'Gladbach's goal last Sunday.
Wolfsburg opened their season with a 3-0 win over Cologne, but Germany's victory over Brazil will help Bayern at the 2009 German league champions, says French midfielder Franck Ribery.
"When you have success with the national team, the two or three days break afterwards is good for the head," said Ribery.
"'Gladbach has been forgotten, now we have to win in Wolfsburg which is very important. We need to be more aggressive in our game and cannot wait for it."
Wolfsburg's former Bayern Munich midfielder Hasan Salihamidzic will face his old club having spent nine years with the Bavarian giants, including winning the 2001 Champions League title.
"I'm thrilled, I'm really looking forward to this game," the 34-year-old Bosnian told Wolfsburg-based Allgemeine Zeitung having signed from Juventus in the summer.
"If I were to say now that this is just a normal game for me, I'd be lying. I had a great time at Bayern, but now I just want to get the best possible result with Wolfsburg. "Of course they are under pressure to win and we want to beat them."
Defending champions Borussia Dortmund are at Hoffenheim with Germany star Mario Götze in a rich vein of form.
Having played a big part in Dortmund's 3-1 hammering of Hamburg last Friday, the 19-year-old made his first start for Germany and orchestrated the stunning win in Stuttgart.
Hoffenheim lost to Hanover last weekend, but coach Holger Stanislawski joked Dortmund's lack of finishing against Hamburg is a weakness.
"The only thing you can accuse them of is not scoring enough goals," he said. "That is almost a weakness, but it is something which will probably amuse (Dortmund coach) Jürgen Klopp."
The Hoffenheim trainer said Dortmund are rapidly acquiring the same status in Germany as Bayern Munich of being the team to beat.
"I think they have developed to the same status of Bayern in the last 15 to 20 years," said the 41-year-old. "It does not matter whether they play at home or away, they are still hard to beat."