Mario Gotze missed a hatful of chances for the Bundesliga champions to get an away goal but even without scoring at the Rosaleda, the Westphalians fancy their chances at home next Tuesday.
"We're not going to play another 90 minutes without scoring," said the club's general manager Hans-Joachim Watzke. "We just lacked the punch.
"Our chances are just above 50%."
The Dortmund players were equally optimistic as they sauntered through the mixed zone with a spring in their step, despite not scoring.
"We've just saved the goals for the second leg," said defender Neven Subotic, who also had a busy night helping to keep a clean sheet which further boosts Dortmund's hopes of qualifying for the semi-finals for the first time in 15 years, the year after they last won the competition.
"An away goal would have done us good, but I'm optimistic that we can turn it in our favour at home," added captain Sebastian Kehl.
Failing to score was not through a lack of trying, however.
Gotze had numerous chances which the Germany international would normally be expected to tuck away, and his frustration was arguably the greatest.
"If we had known before the game that it would end 0-0, then we'd have settled for that, but the way the game went, it's very bitter," he said on his club's website.
"We had huge chances, particularly through myself. I really should have got at least two goals, but it was not my day today.
"I certainly could have helped the team more."