The Bundesliga champions travel to the Donbass Arena on Wednesday in the last 16 of the competition, and the 23-year-old believes his side's form in this season's tournament will leave their opponents wary.
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"Donetsk certainly didn't wish for us to be their next opponent, since we proved we're up to scratch in the Champions League," he told SPORT1. "We will have to be highly focused and give our best performance.
"They have their qualities and we're aware of them. But we also know about our own qualities. We will analyse Donetsk soundly and then see what will happen.
"Of course we made a good impression [in the group stages], and we have since improved distinctly. Setbacks like against Hamburg do exist, but they don't knock us down."
Reus added that he has relished playing in Europe's elite tournament for the first time following his €17 million [£14.7m] move from Borussia Monchengladbach last summer.
"You need one or two matches until you're used to the Champions League. To hear the anthem is always something very special and breathtaking every time," he concluded.