Robert Lewandowski scored a late volley to earn Jurgen Klopp's side a 2-1 win at the Emirates a fortnight ago, a result that ended the Gunners' perfect start and threw open Group F.
Arsene Wenger's side are locked on six points with both Dortmund and Napoli, knowing a victory at the Westfalenstadion would see them take a significant step towards the last 16.
"It's difficult to play away from home in the Champions League, especially there," Per Mertesacker told Sky Sports News.
"But we have to keep our confidence. We're playing at a high level now and we're top of the Premier League so we need to get a positive result over there."
Arsenal will train at London Colney before leaving for the continent on Tuesday afternoon and winger Walcott looks set to give Wenger a major boost in time for another crunch clash.
The Dortmund game will come too soon for the England international, who have been sidelined since September with a stomach muscle problem, but he will be in contention to face Manchester United at the weekend if he comes through the session unscathed.
Medical staff will also continue to monitor Kieran Gibbs (calf) and Jack Wilshere (ankle) but both are major doubts for Wednesday's fixture.
Watch Dortmund v Arsenal live on Sky Sports 1 from 6pm on Wednesday.