The Boquerones were thankful to goalkeeper Caballero and some wayward finishing to keep a clean sheet, but for the 31-year-old Wednesday's draw was a positive outcome
The result means the Spanish team will go to Signal Iduna Park with everything to play for in the second leg of their Champions League quarter-final.
Manuel Pellegrini's men, who have been one of the surprise packages of 2012-13 after reaching the last eight in their first-ever Champions League appearance, were grateful to some less-than-impeccable finishing from BVB as they held on for a goalless draw.
Goalkeeper Willy Caballero came to the rescue on more than one occasion for the Boquerones, saving twice from Mario Gotze when the German star looked certain to open the scoring.
Speaking after the match, however, Joaquin valued the result in front of the Malaga fans, recognising that Dortmund were always likely to pose a stern challenge.
"That result is good. Nothing is decided yet. They are a great team, playing wonderful football. This is getting more and more complicated, it's the Champions League," the ex-Betis man explained to Canal + at the final whistle.
"The result is positive. If we score there, we'll have our chances. Everyting is tied now."
Midfield partner Jeremy Toulalan echoed the thoughts of his team-mate, speaking post-match: "The aim was not only not to concede because they are a good side but to create chances at home.
"It will be tough for us to score away but I think it's 50-50. They had more chances but it was a good game.”
The Andalucians will meet Dortmund on April 9 for the deciding leg of their last-eight clash.