The former Stuttgart starlet believes their history in the competition stands them in good stead if they are to "achieve the impossible" and progress to the final in Wembley
Jose Mourinho's men host the German giants at the Santiago Bernabeu this week knowing a super-human effort is required to overturn the 4-1 deficit inflicted at Signal Iduna Park on Wednesday.
Speaking to the club's official website, Khedira is under no illusions about the size of the task facing the Blancos but insists miracles do happen - especially at the Bernabeu.
"This is our last chance to put things right. In the first leg we didn't convince as a team and we produced a weak performance. Now we have to achieve the impossible," he told the club's official website.
"Real Madrid have seen many magical nights at the Bernabeu, especially in the European cup and we are going to try add another one to the list on Tuesday."
The 26-year-old also noted the influence supporters can have from the stands in fixtures of this magnitude and believes positive support can provide the team with "wings".
"They will support us 100 per cent from the kick-off with total conviction, as they always do. I have nothing to worry about in that respect," he added.
"The home crowd’s support is crucial in these matches and it can be a decisive factor. I am convinced that the Madrid supporters will give us wings in this match too."
If Madrid can conquer Dortmund then they would enter the Wembley final on May 25 with a chance of claiming their 10th top European crown.