The French giants and the German outfit lost their opening Champions League group matches to Arsenal and Napoli respectively, and face each other on matchday two at the Westfalenstadion.
"The problem was that we weren't rewarded with a result," said Baup of the defeat to Arsenal. "We just need to keep playing our game and get the best out of ourselves.
"We really want to express our full potential and we won't hold back. The best apprenticeship is to give everything you've got, and our objective is to leave the pitch with no regrets."
Marseille have a 100% record against Borussia Dortmund in the Champions League.