The Gunners meet the German giants at Signal Iduna Park in the Champions League and centre-back Mertesacker is hoping they can bring some of their Premier League form to Dortmund following their home 2-1 loss in the last fixture on October 22.
"It is difficult to play Dortmund, especially away from home, but we have to keep our confidence. We are on a high level. We are top of the (Premier) League," the German said.
"We try to gain confidence and we need to get a good result over there.
"But we are relaxed. We did show already in the Premier League that we are one of the best teams.
"It is a little bit different in the Champions League, though, and we need a result there to stay (in line for qualification)."
He added: "It is hard to describe what we will expect in Dortmund. Two years ago it was a tough game and some of us will remember that we were happy with one point."
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