The Armenia international, who had previously been linked with Liverpool, has admitted that he always wanted to play in a pressurised environment at a top club
The Armenia international was heavily linked with Liverpool earlier this summer but he eventually made the move to Signal Iduna Park, joining Jurgen Klopp's side from Shakhtar Donetsk for €27.5 million [£23.6m].
"When I received the news that the transfer had worked out, I was the happiest man in Europe," Mkhitaryan told German magazine Kicker.
"As a footballer, I wanted to go somewhere that you have to win titles, as I always want to give everything for 90 minutes."
Mkhitaryan has become an icon in his native Armenia following his performances in both the Ukraine top flight and Champions League over the past few seasons, though he admits that the constant attention he receives does not sit easily with his down-to-earth demeanour.
"I like to live simply," the 24-year-old attacking midfielder explained. "Outside of my team, I don't want to be a star. I'm just a normal person."
Mkhitaryan has made two Bundesliga appearances for Dortmund after missing the start of the new season with a minor injury.