The first-choice BVB shot-stopper believes that there is less pressure at the Signal Iduna Park to win, whereas the Bavarians are weighed down by their past glories.
"Bayern have to win titles, while we want to win titles," the Schwarzgelben star told Sport Bild. "I guess you could say that."
The 32-year-old believes that Dortmund can recover from their final defeat to die Roten this season and hopes that the previous campaign's lack of silverware under Jurgen Klopp will be reversed in 2013-14.
"Very few teams do it right first time, so we do not doubt ourselves. The dream has still not faded away," Weidenfeller added.
"Personally, I hold the value of being in the Champions League final in higher esteem than a DFB-Pokal victory, but of course you dream - and always expect - to hold trophies in your hand at the end of the season."