The Armenia international is not getting carried away ahead of the new season, but wants to fight for silverware in all competitions
Jurgen Klopp's men have had to settle for second place in the Bundesliga behind Bayern Munich for the past two seasons, but Mkhitaryan has made it clear that they are not thinking about dethroning the Bavarians this term.
"Our main goal in the Bundesliga is to qualify for the Champions League again," Mkhitaryan told Sport Bild.
"Would we be satisfied with second place behind Bayern? We are not thinking about other clubs. Every player tries to finish first. But I will not go out and say that we will win the title.
"We have to stay realistic. We must qualify for the Champions League and we'll see where we end at the end of the season.
"We want to reach the DFB Pokal final again, just like last season.
"And our goal in the Champions League is to reach at least the round of 16."
Dortmund made it to the quarter-finals of European club football's elite competition last season.