Goals from Gareth Bale, Isco and Cristiano Ronaldo last Wednesday put Real in control of the tie ahead of the return leg in Germany.
Carvajal believes that while Real will need to be strong in defence, they should still look to add to their aggregate lead.
"In the first leg [Dortmund] had chances and the defence will be key [on Tuesday], but we won't go out and sit back. We'll try and take the lead in the first half an hour," Soccerway quotes him as saying.
"It's a very important match and we'll approach it with verve and the intention of winning to get to the semi-finals.
"This is practically a final. The lead from the first leg is big, but not conclusive. They are going to come out and give their all and we are going to try and win and not speculate."
Dortmund knocked Real out of the competition at the semi-final stage last season.