Die Schwarzgelben slipped four points behind Pep Guardiola's men after losing to Wolfsburg, but the Armenian still believes they can beat the Bavarians at Signal Iduna Park.
The two German giants have long enjoyed a fierce rivalry, but, if anything, it has intensified in recent years, with Die Schwarzgelben winning back-to-back Bundesligas before their Bavarian adversaries stormed back last season by completing a historic treble with a 2-1 victory over their compatriots in the Champions League final.
Dortmund lost more ground on Bayern in this season's race for the German title by losing to Wolfsburg on Saturday, but Mkhitaryan remains confident that it can reduce the deficit when the two sides collide at Signal Iduna Park after the international break.
"We lost and we'll have to discuss that amongst ourselves. We didn't concentrate well enough and showed a bit of tiredness," the Armenia international told Bundesliga.com. "We're now four points behind Bayern, so we really want to win the next game against them. The whole world will be watching."
Teammate Marco Reus was also left lamenting the lackluster nature of Dortmund's display against Wolfsburg.
"We didn't play well enough in the second half and let the opposition score on the counterattack," the forward conceded. "I don't really want to say much more about the game. We lost the match - we just have to accept it."