The German outfit won 4-2 in the first leg, but Hummels says that his teammates won't be taking their Russian visitors lightly at Signal Iduna Park.
"There is no way we will underestimate them," UEFA.com quotes him as saying. "Most of the group winners did well in the away game and had more problems in the home game.
"Zenit has enormous quality, especially in midfield and in attack. We have to be vigilant. But the first-leg result puts us in a good position."
Dortmund will return to Bundesliga action on Saturday when they visit Hannover.