Bayern have won their opening eight league games, but have work to do to progress in Europe after a shock 3-1 loss in Minsk to BATE Borisov.
The Germans go into Tuesday's Group F match with three points from two games, three behind leaders BATE and three ahead of their pointless opponents.
``We're confident, and the momentum is with us as we go to Lille,'' Kroos told Bayern's official website.
``We're favourites in the group and want to live up to that. However, we're naturally under a little pressure after losing to Borisov, there's no question about it.''
Asked what improvements the team needed to make from the BATE game, he added: ``We have to cut out the silly errors and make more of our superiority. But to be honest we've put it behind us. We're in great shape at the moment, and that's the only thing that counts.''
Bayern, beaten on penalties by Chelsea at their Allianz Arena stadium in last season's Champions League final, have gone two seasons without a trophy.
Lille in contrast have endured a slow start to the season, lying 11th in Ligue 1 and bottom of Group F.
But Bayern defender Dante, who played for the French side for two seasons from 2004, said they will still pose a tough test.
He told Lille's website: ``They are dangerous in attack and have very good players like (Marvin) Martin, (Nolan) Roux, (Salomon) Kalou who has won the Champions League with Chelsea, not to mention the coach Rudi Garcia.
``It will be a difficult match against a team of fighters who, in addition to battling, are good on the ball and solid defensively.
``We'll have to be 100 per cent focused to prevent Lille causing us problems.''
Bayern will still be without forwards Mario Gomez and Arjen Robben through injury.
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