The north Londoners enter the Champions League Group F clash having not lost away from the Emirates since March, while Dortmund are on a seven-game winning streak at the Westfalenstadion in the competition.
But Wenger will instruct his players to employ the same attacking style that has served them so well recently and admitted he will not be satisfied with a point against the German giants.
"It's down to us to have the ball, we want to control the game and we want to have the ball, that's the best way to keep them quiet," Wenger said.
"If we leave the ball to Dortmund a player like (Robert) Lewandowski will be dangerous, so we'll try to control the game and have the ball and that's the best way to keep him quiet.
"Dortmund is a good side, but we have played everywhere in Europe and we've always had the same approach - we will again be like that.
"It's difficult to predict what will happen, that's what makes football great. But Dortmund is a very positive side, so at least you have a guarantee that the two teams will try to win the game.
"It's important that in the modern game and especially when you're playing a team like Dortmund who has a high potential, that your players raise their level to their maximum.
"Maybe we did not have the same belief at home because we failed in a few big home games and you could feel there was a bit more scepticism and less belief maybe at home, hopefully we've got that behind us now with the Liverpool game."
Wenger confirmed star Jack Wilshere did not travel with the squad and is also in doubt for Sunday's clash against Manchester United.
Meanwhile, in-form striker Olivier Giroud credited a full pre-season and a better attitude for his blistering start to the campaign.
"The difference with last season is especially my confidence and maybe I improved myself technically, the boss told me," Giroud said.
"Because we worked a lot on it at training, for me it's all about concentration, focus and confidence from the start of the season.
"I had a good pre-season with the team, it wasn't the same last year, so I felt good since the beginning and I've scored a lot of goals and it was really good for my confidence."
