Bayern have lifted the trophy each of the past seven seasons but their Bundesliga reign is under threat as they sit fourth -- four points behind Gladbach -- with a third of the season played.
Interim Bayern coach Hansi Flick, who replaced the sacked Niko Kovac last month, suffered his first defeat in five games a week ago with a shock 2-1 loss at home to Bayer Leverkusen.
Neuer has called for a response by Bayern at Borussia Park.
"We simply must not lose, that's out of the question - we're going there to win," the Germany goalkeeper told Kicker magazine.
Under new head coach Marco Rose, Gladbach are this season's surprise package and have spent the last two months in first place.
Swiss striker Breel Embolo scored twice in 4-2 home win against Freiburg to keep Gladbach top, bouncing back from a surprise 2-0 away defeat at Union Berlin.