The Blancos star says his side's earlier loss to BVB this season will not affect them as they go in search of Champions League glory
Jurgen Klopp's side met the Spanish champions earlier this season and recorded a 2-1 home win and a 2-2 away draw against los Blancos but the Germany international is confident of winning Europe's top competition.
"We have respect, but no fear. We know about our qualities and can beat any opponent," the 24-year-old told Kicker.
"It's our goal to win the Champions League. We have worked towards it for the whole year. Therefore, we'll do everything to see off Dortmund in both encounters.
"After the group stages, there are no secrets anymore between the two teams."
Gelsenkirchen-born Ozil, who started his professional career at Schalke, is delighted about returning to the area were he was raised.
"I come from the Ruhr area, and therefore I'm happy to be able to play the semi-finals so close to my home. I always enjoy playing in Germany."
BVB host Madrid on April 24 and travel to the Spanish capital six days later.