Bayern visit the Russian capital on Tuesday looking to build on a 4-0 thrashing of Atletico Madrid in last week's Group A opener.
"We're happy to be playing in our competition again," Mueller told a pre-match press conference.
"We want to continue the flow we currently find ourselves in.
"We're confident, the team is in form, the omens are positive."
Bayern, who have won their last six matches in all competitions, have reached the Champions League knockout stage in each of the last 12 seasons.
"Bayern are always among the favourites, we are always in the mix in spring," added Mueller, who has won the European Cup twice with the Bavarian giants.
"At the moment, we feel very, very strong, but that won't help us in March and April when it comes to the knockout stage. However, I have faith in the club and the team."
Lokomotiv had to settle for a 2-2 draw at Salzburg last week before suffering a shock defeat in the Russian Premier League by Rotor Volgograd.
But Bayern boss Hansi Flick warned his side not to be complacent against a team who finished bottom of their group last season and in the 2018-19 campaign.
"(Lokomotiv) are one of the most in-form teams in the Russian league," he said.
"They have conceded the fewest goals and have some great attacking players in (Fedor) Smolov and Eder. We need to stay alert and focused."
Lokomotiv coach Marko Nikolic said his side would go into the game with a point to prove.
"Our attitude is good. We are facing the best team in Europe, so what kind of attitude can we have? We are very happy for a chance to play against such opponents," he said.
"Scepticism is always there, but it's not my job to answer the critics who don't believe in us."
The other match in Group A on Tuesday sees Atletico host Salzburg.