Bundesliga leaders Dortmund are away to APOEL in Nicosia, having lost their opening two Group H fixtures.
"We've lost two times and we're here to win," Bosz told reporters. "But APOEL need a victory too."
Beaten by RB Leipzig in the Bundesliga last week, Dortmund have been boosted by the inclusion of captain Marcel Schmelzer.
Schmelzer suffered an ankle injury against Freiburg on September 9, but the 29-year-old made the trip to APOEL with his Dortmund team-mates.
"The fact that we brought Schmelle with us shows that he could well play," Bosz said. "The question is just whether he's able to start."
Schmelzer added: "We've not made a good start to our Champions League campaign and we absolutely want to win the match.
"We're aiming to win the two matches against APOEL. This would mean we'd be under less pressure."