BVB lured the 60-year-old away from Nice on a two-year contract as they look for stability following unsuccessful experiments with Peter Bosz and Peter Stoger.
Reus worked with the Swiss at Gladbach before leaving for his current side and is confident Dortmund have made the right choice.
"I've had quite a few club coaches already and he's probably the best I've ever had," Reus told the German Football Association website.
"Of course, a lot of time has passed since we worked together at Gladbach. It was great to see then how meticulous he was as a coach, both in the dressing room and on the field, where he did everything himself and had total control.
"I hope that's how Lucien Favre works today. Then we're bound to get Dortmund back on track."
Reus is currently in the national team camp preparing for his first World Cup, having missed Germany's triumph at Brazil 2014 through injury.
The 28-year-old has no doubt Joachim Low's men can become just the third nation to defend their crown, but issued a warning against looking too far ahead.
"I'm firmly convinced that if the team manages to find itself and things become automatic, Germany has a lot going for it," he said.
"But it doesn't help to speculate now about who we might meet in the quarter-finals. Nobody should underestimate our group with Mexico, South Korea and Sweden, because it's going to be pretty demanding.
"And over the course of the tournament, we're bound to have at least one or two games that will be decided by inches or a few incidents at the end."