Dortmund have struggled domestically this season, though Jurgen Klopp's side have enjoyed a good campaign among Europe's elite, topping Group D ahead of Arsenal, Anderlecht and Galatasaray.
But Marchisio is confident that Italian champions Juve - who host Dortmund in the first leg of their tie next Tuesday - have what it takes to beat the 2013 finalists and can go all the way to this season's Berlin showpiece.
"We always aim to win. Our goal is to reach the final," he told Sky Italia.
"The matches against Dortmund will tell us a lot about where we stand. We almost didn't make the second round. Now we have to demonstrate that we can aim for the maximum.
"[We are at the same level] with Dortmund, definitely, and Real Madrid, Chelsea and Paris Saint-Germain too with a little luck.
"We'll play on a par with Dortmund and see how it turns out. The important thing is to get through this tie. That's the only thing that concerns myself and the team.
"We have the first leg at home, so it will be important to play with maximum focus and make the most of the boost our fans can give us."
