The Armenian attacking midfielder says the competition in the Bundesliga is immense and he is desperate to prove himself to the club's supporters
Jurgen Klopp's men are struggling to compete at the top in Germany due to injuries and Mkhitaryan, who joined from Shakhtar Donetsk in the summer, thinks that the quality of BVB's opposition is incredible.
"I already thought in the summer that the Bundesliga is one of the strongest leagues in the world," the 24-year-old told Ruhr Nachtrichten. "That assessment has not changed.
"It is very interesting to play in Germany. To win a league game is just insanely difficult."
Mkhitaryan has struggled to live up to his €25 million (£20.5m) price tag and he accepts that he needs to up his game in the second half of the 2013-14 season.
The Armenia international added: "My shooting, my passing, my assists - I think I have to improve everywhere."
Dortmund host Augsburg on January 25 as they look to rocket up the Bundesliga table from their current fourth spot behind Bayern Munich, Bayer Leverkusen and Borussia Monchengladbach.