The north Londoners enter the Champions League Group F clash having not lost away from the Emirates Stadium since March, while Dortmund are on a seven-game winning streak at the Westfalenstadion in the competition.
But Wenger will instruct his players to employ the same attacking style that has served them so well recently and admitted he will not be satisfied with a point against the German giants.
Arsenal are 22/1 with Coral to win the Champions League
"If we leave the ball to Dortmund a player like [Robert] Lewandowski will be dangerous, so we'll try to control the game and have the ball and that's the best way to keep him quiet.
"Dortmund is a good side, but we have played everywhere in Europe and we've always had the same approach - we will again be like that.
"It's difficult to predict what will happen, that's what makes football great. But Dortmund is a very positive side, so at least you have a guarantee that the two teams will try to win the game.
"It's important that in the modern game and especially when you're playing a team like Dortmund who has a high potential, that your players raise their level to their maximum.
"Maybe we did not have the same belief at home because we failed in a few big home games and you could feel there was a bit more scepticism and less belief maybe at home, hopefully we've got that behind us now with the Liverpool game."