Barcelona scored all of their goals in an incredible first half with Argentine Messi scoring twice while Eto´o and Henry also got on the scoresheet.
Messi scored the opener after nine minutes and his second on 38 minutes made him the competition´s top-scorer with eight goals.
The Camp Nou is not Bayern´s favorite venue with their last Champions League visit being the nightmare 1999 final - when they lost 2-1 to Manchester United, conceding two goals in the closing minutes.
"Obviously 4-0 in the first leg of a Champions League quarter-final match is incredible," said Barca coach Pep Guardiola. "We did almost everything right. Bayern have great players so it is difficult to beat them. The talent made the difference tonight."
Barcelona´s Lionel Messi vies for the ball with Bayern Munich´s Gaston Demichelis.
AFP
The four-goal cushion means Barcelona should ease into the semi-finals - where Liverpool or Chelsea await - barring a miracle recovery from Bayern in the quarter-final second leg in Munich on April 14.
Deportivo La Coruna famously came from 4-1 down in the first leg to beat AC Milan 4-0 in the 2004 quarter-finals so Barcelona should be warned.
"We did what we wanted to do in the first half and Bayern have the quality to do the same to us so we have to go there with a bit of caution," said Henry. "However, it is better to go to Munich having not conceded an away goal and we got the reward for our hard work."
Bayern coach Jurgen Klinsmann admitted Barcelona had been the better side. "It is a big disappointment," he said. "Barca played very well and you have to congratulate them. Messi is simply a wonderful player.”
Messi scored receiving a pass from Eto´o before finishing like he was in training instead of in front of a 90,000 plus crowd in the 8th minute. Messi then turned provider feeding Eto´o who slotted home in the 12th minute.
Henry showed a turn of pace to put in Messi for a second in the 38th minute and the Frenchman added a fourth two minutes before the interval after Messi fed him out wide. Messi almost grabbed his hat-trick when he hit the crossbar in the second half.
Ivanovic double helps Chelsea stun Liverpool
Chelsea moved within touching distance of the Champions League semi-finals thanks to a stunning 3-1 victory over Liverpool in Wednesday´s quarter-final first leg at Anfield.
Guus Hiddink´s side produced a breathtaking response after falling behind to an early Fernando Torres strike as Branislav Ivanovic buried two headers before Didier Drogba added a third goal.
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Liverpool´s goalkeeper Jose Reina (2nd left) reacts after Chelsea´s Branislav Ivanovic (2nd right) scores.
AFP
Liverpool had beaten Chelsea twice in the league this season, but that was during Luiz Felipe Scolari´s underwhelming reign.
The Blues have been back to their imposing best since Hiddink replaced Scolari and they swept Liverpool aside to leave next Tuesday´s return at Stamford Bridge looking a formality, with a last four clash against Barcelona, big winners over Bayern Munich on Wednesday, now on the cards.
Rafa Benitez´s team had only themselves to blame. Steven Gerrard was completely out of touch and woeful marking gifted Ivanovic his goals. Now the Reds, for so long Chelsea´s bogey team in Europe, look odds on to crash out against the Londoners for the second successive season.
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