The Gunners head to Germany on the back of a 2-0 win over Liverpool which kept them at the top of the Barclays Premier League and produced the required response following a disappointing home exit from the Capital One Cup against Chelsea.
While Arsenal may be five points clear at the top of the English table, Wenger's side are certainly not having it all their own way in Europe.
Jurgen Klopp's well-drilled outfit secured a 2-1 win at the Emirates Stadium a fortnight ago with a late goal from Robert Lewandowski and warmed up for their next European challenge with a 6-1 victory over Stuttgart, where the Poland forward plundered a hat-trick.
Dortmund are chasing what would be an eighth successive home Champions League win and have never lost against English opposition at the Westfalenstadion.
However, Arsenal were within two minutes of winning there in September 2011 and Wenger sees no reason why they should not adopt a confident approach again as they did on the last visit to Germany in March, when victory over the eventual European champions kick-started a superb end to the campaign.
"We take belief from Bayern. We play everywhere to win and that will not change of course, we will have a positive attitude in our approach to the game," Wenger said.
"We have played everywhere in Europe and always had the same approach and will be again like that tomorrow.
"It is difficult to predict what will happen, that is what makes football great. Dortmund are positive, we are very positive. At least that will guarantee both teams will try to win the game."
In response to Klopp's description of Arsenal's "orchestral" style compared to his own "heavy metal" brand, the Gunners boss joked: "I am not a great specialist in music, but Dortmund is a very good football team and Arsenal as well, therefore we should see a good symphony."
After Napoli beat Group F whipping boys Marseille, there are now three sides all locked on six points as the battle for qualification looks set to go right down to matchday six.
Wenger expects a more focused display from his men in Germany.
"I believe we lost the first game because we absolutely wanted to win it at any cost and we exposed ourselves," he said.
"We pushed forward because we were not happy with the draw, but when you cannot win a game, at least don't lose it because you are not cautious enough, that is what happened in the game.
"It will strengthen the resolve of my team because they will want to come out and show a different level."
Arsenal travelled to Dortmund without England midfielder Jack Wilshere, who is nursing an ankle problem which could well cause him to miss both the Premier League game at Manchester United on Sunday and also sit out the next round of international friendlies.
Wilshere is set for another scan on Thursday. Wenger said: "If that is not successful he will definitely be out for Sunday. And if he is out for Sunday, then he will be out for England as well."
German midfielder Serge Gnabry has shrugged off his ankle problem while full-back Kieran Gibbs, who hobbled off against Liverpool with a hip injury, is also in the travelling squad.
Midfielder Mathieu Flamini (groin) could be back to face United, but England forward Theo Walcott will have to wait until after the international break to fully recover from minor abdominal surgery.
France forward Olivier Giroud will again lead the Arsenal attack, looking to add to his eight-goal tally.
He said: "The difference with the last season is especially the confidence and maybe I improve myself in a technical way, the boss told me that because we work a lot on it at the training ground.
"For me, it's all about concentration, focus, confidence. I try to do the job for the team to help them win.
"If you look at my stats, I used to play a lot of games every season with not a lot of injuries, so hopefully it will be the same this year."
Source: PA
Source: PA