Bayern Munich are already eyeing a place in the Champions League's knock-out phase after their win at CSKA Moscow left them top of their group following consecutive opening wins.

The German champions ground out a 1-0 win in Russia on Tuesday after Thomas Mueller converted a first-half penalty to leave Bayern top of Group E with six points having also beaten Manchester City 1-0 in Munich last month.

Bayern can now book their place in the last 16 with home and away wins against AS Roma in their next two matches and Pep Guardiola's side are eager to have their progression confirmed as soon as possible.

"That was definitely a small step towards the second round," said captain Philipp Lahm.

"For the first time, the pressure isn't on us, but on our opponents (in the group), we are happy."

Roma, who are second in the group on four points after drawing 1-1 at Manchester City on Tuesday, host Bayern on October 21 with the return leg in Munich on November 5.

CSKA were forced to play Tuesday's game behind closed doors in Moscow after racist behaviour by their fans during a group game last season led to UEFA imposing a ban.

"It doesn't make football much fun," was Lahm's verdict on football without spectators.

Moscow played a defensive 5-4-1 formation to thwart the Germans' star-studded attack and goal-scorer Mueller admitted it was a frustrating night.

"It wasn't exactly a pleasure to play, but these are the games you have to win. You have to work for the win," said Mueller.

"Not only because of the absent fans, but also the way CSKA played it was a strange game.

"But we could and should have scored more goals and CSKA were constantly dangerous on the break."

A small band of hardy Munich fans made the long journey to Moscow to cheer their team's victory -- watching the match from the 18th floor of an apartment block overlooking the stadium.

But Bayern chairman Karl-Heinz Rummenigge was unimpressed at a Champions League match being played behind closed doors.

"It was a strange game because there was no atmosphere and no emotions," said Rummenigge.

"I have been in football for 40 years and have never experienced anything like it, nor do I want to again."