The defending German champions drew the first leg of their last-16 tie 2-2 with Shakhtar Donetsk in Ukraine earlier this month.
"I knew Borussia from the Bundesliga," he told Kicker. "Essentially, I knew nearly everything about the team but, all the same, they managed to impress me.
"Dortmund are a top club. Everyone in Europe was able to see that. With Jurgen Klopp, they have a great coach working there. This team can go a long way. I am convinced Borussia will make it into the final. That's my wish for the club. Anyone who comes out on top of a group with Real Madrid in such fashion can beat anyone."
Dzeko played for Wolfsburg in the Bundesliga from 2007 to 2011.