"It is quite possible that this will not be over after 90 minutes," he told reporters on Monday. "It might play into our hands but there is no way we will play for 0-0; it does not correspond with our philosophy.
"We will try to create chances, attack over and over. It will be important to show the qualities which have made us so strong in the past - intensity, aggression, intelligence. If we can bring all those qualities to life, we can be on a par with BVB.
"You can see a clear philosophy with Dortmund. Almost every mistake is punished, because they attack so quickly. They run a lot and play dangerous high-tempo precision football. They are incredibly dangerous. We would be well served keeping them far away from our goal."
This is Malaga's debut season in the Champions League.