The Barclays Premier League leaders continued where they had left off against Liverpool by battling to victory at the Westfalenstadion with a second-half goal from Aaron Ramsey which puts them on course for qualification from Group F.
Manager Arsene Wenger feels every big performance increases the belief within his squad that they can last the distance this season.
Szczesny, who made some crucial saves before Arsenal hit Dortmund with a classic smash-and-grab raid on the hour, sees no reason why the Gunners should not be confident of another top display at Old Trafford on Sunday.
"We are looking forward to Sunday now and we will be trying to make it a perfect week for us," Szczesny said to Arsenal Player.
"We have got two clean sheets and two results against quality opposition, one away from home at one of the toughest venues in Europe.
"It would be amazing to get nine points from these three games, when probably not a lot of people expected us to do.
"There is not a better time for us to go to Old Trafford.
"We are very confident and enjoying our football, so we are looking forward to it."
Wales midfielder Ramsey may have grabbed the headlines with his 11th goal of an impressive individual campaign when he nodded in a knockdown from Olivier Giroud, but it was also another solid all-round defensive performance by the Gunners, with German centre-half Per Mertesacker the stand-out performer.
Szczesny said: "With Aaron Ramsey it seems like every time he touches the ball it goes in the net, but the key to what we have done in recent weeks has been the defensive performances of the back four and the whole team.
"They have been incredible and have all made my job very easy. Hopefully we can keep it going."
Defender Kieran Gibbs felt Arsenal had answered the tough questions raised after Jurgen Klopp's well-drilled side won 2-1 at the Emirates Stadium a fortnight ago.
He said: "It was a massive victory and it was important, especially after the first game, because we wanted to prove something and we've done that.
"We certainly didn't do it in style but the way we won the game shows that we've got a certain character in the team now."
Arsenal were without England midfielder Jack Wilshere in Germany and he will have a test on an ankle injury ahead of the United match, with a decision also impacting on whether he will be available for the upcoming international friendlies.
Midfielder Mathieu Flamini could return at Old Trafford having been sidelined by a groin problem since the Crystal Palace match.
Source: PA
Source: PA