Dinamo's next opponents in Europe are Bayern Munich, and the Bundesliga champions' captain Lahm admitted his shock that the Balkan team were able to defeat Arsene Wenger's men.
"Dinamo are very comfortable at home," the utility defensive veteran told Jutarnji List. "They have a good group of fans, they're difficult to defeat.
"The defeat of Arsenal in Zagreb really surprised me. At first I thought it was a mistake!
"Dinamo will play extremely defensively, the defensive wall will be stronger than when you play a typical game. Dinamo will try to play on the counterattack."
Pep Guardiola's men have won all seven games in the Bundesliga season by a cumulative scoreline of 21-3 and are four points clear of second-placed Borussia Dortmund.
Similarly, Dinamo Zagreb are undefeated at the top of the Croatian top flight after 11 games.