City cannot reach the Champions League knockout stages and have just a consolation spot in the Europa League to aim for as they head into their final Group D game in Germany.
The English champions need to win to have any chance of achieving even that and they must do so without the inspirational pair of Yaya Toure and David Silva.
Toure is taking an enforced break ahead of Sunday's eagerly-anticipated derby against Manchester United through suspension while playmaker Silva did not travel due to a hamstring injury.
Midfielder James Milner and left-backs Gael Clichy and Aleksandar Kolarov are also injured for the clash at the Westfalenstadion.
Dzeko said: "We still have a chance to play in the Europa League.
"We will do our best to try to win because only if we win can we continue in the Europa League.
"It won't be easy and we have a few players missing but we will do our best because everything is possible in football.
"In the Champions League we didn't play like we wanted, I think in the Premier League we are playing very good.
"We haven't lost any games and I hope we will continue like that.
"If we can play in the Europa League that would be good for us."
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