Die Schwarzgelben slipped four points behind Pep Guardiola's men after losing to Augsburg but the Armenian still believes that they can beat the Bavarians at Signal Iduna Park
The two German giants' fierce rivalry has intensified over recent years, with Die Schwarzgelben having won back-to-back Bundesligas only to see their Bavarian adversaries come storming back last season by completing a historic treble with a 2-1 victory over their compatriots in the Champions League final.
Dortmund lost more ground on Bayern in this term's race for the German title by losing to Augsburg on Saturday but Mkhitaryan remains confident that they can reduce their arrears when the two sides collide at Signal Iduna Park after the international break.
"We lost and we'll have to discuss that amongst ourselves. We didn't concentrate well enough and showed a bit of tiredness," the Armenia international told Bundesliga.com.
"We're now four points behind Bayern, so we really want to win the next game against them. The whole world will be watching."
Team-mate Marco Reus was also left lamenting the lacklustre nature of Dortmund's display against Augsburg.
"We didn't play well enough in the second half and let the opposition score on the counterattack," the forward conceded.
"I don't really want to say much more about the game. We lost the match - we just have to accept it."