German champions Borussia Dortmund sealed the domestic double with a 5-2 rout of Bayern at Berlin's Olympic Stadium on Saturday as Poland striker Robert Lewandowski scored a hat-trick past the hapless Bavarians.
Bayern coach Jupp Heynckes admitted Munich had suffered a "catastrophe" in defence while Robben said only a victory against his former club Chelsea at Munich's Allianz Arena would help make amends.
“We have to win the title against Chelsea next week and then we can forget about the defeat against Dortmund," said the former Real Madrid winger, who netted a first-half penalty in the cup final.
“Losing 5-2 hurts a lot and I can't explain that performance.
“We're frustrated now, but as of Monday our focus is on the Champions League final."
Bayern coach Jupp Heynckes has said it will be a different matter when Munich takes on Chelsea on home soil.
“The game against Chelsea will be a completely different game," insisted Heynckes, who led Real Madrid to their 1998 Champions League win.
"Obviously my players are disappointed but we will have recovered from this shock by next week. We cannot allow ourselves the same mistakes."
Bayern will be without suspended defensive trio Holger Badstuber, David Alaba and Luiz Gustavo for Saturday's showcase final.
Chelsea will be missing captain John Terry, midfielders Raul Meireles, Ramires and defender Branislav Ivanovic in Munich as the quartet are all suspended.