The midfielder thinks making a positive start could be key as his side look to produce a stunning comeback on Tuesday
The capital club face a three-goal deficit after losing the first leg 4-1 in Germany and the Germany midfielder believes they will need to get on the scoresheet as quickly as possible.
“Scoring an early goal will be vital, but we have to keep a cool head as well, we have to find a happy medium," the 26-year-old told the club website.
"The boss has set us up really well for this game, because if our opponents score early then we will be under more pressure. In any Champions League match it is always important not to concede goals.
"Fortunately we scored one in the away leg. We have to win by three goals but Dortmund are very solid in defence and defend really well. We have to try to attack them in a very controlled and concentrated way, we will also have to keep it tight at the back and win 50-50 balls."
Khedira added that he is refusing to even entertain the prospect of reaching the final at Wembley, but says it is important that Madrid produce a performance in line with the club's tradition.
"Now is not the time to be talking about 25 May, we must get this semi-final out of the way first. Many have written us off already but we have to defend the Real Madrid colours and live up to what is expected of us. All I can think about now is turning this semi-final around."