Madrid need to beat the German giants at the Santiago Bernabeu on Wednesday to secure top spot.
Madrid need to beat the German giants at the Santiago Bernabeu on Wednesday to secure top spot and the second leg of their last 16 clash at home.
However, given Real can't face Barcelona or Atletico Madrid even if they do finish second, as clubs from the same country are kept apart, winning the group could prove more dangerous with Bayern Munich or Pep Guardiola's Manchester City potential opponents.
"We're only thinking about winning. We're not going to look at or think about other things," said the Frenchman, who led Madrid to their 11th European Cup in his first season in charge in May.
"We want to finish top of the group."
Real extended an unbeaten run stretching back to April to 33 games thanks to Sergio Ramos's stoppage time equaliser at Barcelona in El Clasico on Saturday to maintain a six-point lead over Barca at the top of La Liga.
Indeed, Real remain on course for five trophies this season having already pocketed the European Super Cup and with the Club World Cup to come in Japan later this month.
"You have to highlight the side's work rate," added Zidane.
"Each player is very professional, they all work very hard, they are experienced but still hungry. They?ve won a lot but they still want to win more and more."
However, despite the stellar start to his coaching career in line with his feats as one of the greatest players of his generation, Zidane remains humble enough to admit luck has been on his side during a rollercoaster ride in 2016.
"It's true I'm lucky. I do what I love everyday. I have the luck to be at this great club," he added.
"But it is not just luck, it is the hard work and passion for what I do that helps. I love football."
Madrid received a double injury boost as Alvaro Morata and Toni Kroos returned to training on Tuesday leaving just Gareth Bale as Zidane's only absentee.
By contrast, Dortmund suffered a blow as Mario Goetze didn't travel to the Spanish capital with the rest of his teammates due to injury.
However, the Germans do have a fully-fit and on-form Marco Reus fresh from dishing out three assists in Dortmund's 4-1 thrashing of Borussia Moenchengladbach on Saturday.
Reus missed the 2-2 draw with Madrid back in September, but has been a consistent thorn in Real's side in six previous meetings since 2012.
Dortmund's top scorer Pierre-Emerick Aubameyang will also be out to impress.
The African Player of the Year has never hidden his desire to one day sign for Real and fulfil a promise he made to his Spanish grandfather before he passed away two years ago.
And Dortmund sporting director Michael Zorc believes ousting the defending champions into second place would be a statement of intent.
"That would top off this outstanding opening round in the Champions League," he told the club's website.
"It would be the icing on the cake."