The defender says it is important his side hold their nerve in the second half of the season and try to extend their 11-point league at the top of the Bundesliga
Dante has called on Bayern Munich to display their big game temperament as they continue their pursuit of silverware on three fronts.
The Bavarian giants have built a commanding 11-point lead in the Bundesliga ahead of their return to domestic action against second-place Wolfsburg on January 30.
With a 25th German title seemingly on the way, as well as forthcoming fixtures in the DFB-Pokal and Champions League, Dante has warned against taking their league form for granted.
"We are very pleased about the big lead we have so far, we have done great, but we must win the big games," he told Kicker.
"Bundesliga games are always important but if we continue to stay focused, we can maintain this advantage."
The Brazil international has featured frequently for Pep Guardiola this campaign but is keen to nail down his spot in the starting line-up with Holger Badstuber and Javi Martinez waiting to add competition when they return from injury.
"Every time I'm on the pitch, I try to show that I'm here to help our team," he added.
"But if I do not play a few games, I'm not so happy.
"No matter what the coach decides, it is important that we win everything at the end."