The 24-year-old, who was top scorer in Serie A last season with 22 goals, has long been linked with a summer switch to Jurgen Klopp's side, with Dortmund sporting director Michael Zorc confirming earlier this week that talks between the clubs had been "promising."
Speaking after Italy's 0-0 draw with Republic of Ireland, Immobile insisted that he simply needs to put pen to paper on a contract with the Bundesliga runners-up before he can officially secure the move.
"It is done, I told you some time ago," he told RAI Sport. "Now I'm just waiting to put my signature on the contract."
AC Milan captain Riccardo Montolivo suffered a broken leg in the clash at Craven Cottage, ruling him out of the World Cup and Immobile admits the whole squad has been shaken by the blow.
"It was a friendly game," he continued. "We are sorry for Montolivo, we know how much he wanted to be with us. We hope he can come back soon.
"I was excited to debut as a starter. We had heavy legs, but we are working hard."