Bellingham became the most expensive 17-year-old in football history when Dortmund swooped to pay an initial £25 million ($33m) to sign the midfielder from Birmingham City.
Despite that burden, however, Bellingham insists that any pressure he feels will be of his own making as he strives for success at Signal Iduna Park.
"No, not really. It's almost a nice thing to have, BVB putting that much faith in me to deliver," he explained to reporters.
"But, for me, the pressure I put on myself is more than the pressure of any price tag or [expectation from any] media outlet. I will try and do the best for me and this club regardless of the price tag.
"I want to achieve everything possible, but you have to be realistic.
"I think, the way this club is moving, I think we can definitely try and challenge for the title as we have done in the last few years. We'll try our best to do that.
"It's a huge club with an amazing fan base. I think they deserve titles and trophies. Obviously I can't guarantee that - but I will say that I will give everything to try and achieve that."
Stourbridge native Bellingham joined Birmingham at Under-8 level and spent his entire youth career at St Andrew's before making the move to Dortmund, and he admits that leaving his boyhood club was not an easy decision.
"The hardest thing about leaving Birmingham was because I had been there so long," he added
"It felt like they were a massive part of me, being a fan and then working [my way up] all the way through the academy and playing for the first team.
"But I think in life you have to take opportunities, and this is a huge one for me to come and play for such a big club. It wasn't a hard one [decision] for me to come here."
The youngster made his debut for Birmingham in August 2019 to become their youngest-ever first-team player, and went on to score four goals in 41 Championship games in his maiden season as the Blues finished 20th, narrowly avoiding relegation to League One.