The European and Spanish champions are already seven points adrift of Barcelona, but a win over Alaves at the weekend could provide a platform upon which they can build in the coming weeks, starting in Germany.
"We are feeling good," Zidane said at his pre-match press conference.
"After a good victory at the weekend we are looking forward to playing the Champions League again."
The Frenchman, however, accepts that it will not be an easy night in Dortmund but is determined for his side to play good football.
"It is difficult to play in any stadium," he said.
"We have never won in Dortmund and it is a challenge [to win].
"We want to play good football and for it to be a good match."