Dortmund, flying high in the Bundesliga with a 5-0 demolition of Freiburg on Saturday which allowed them to defend the top spot on goal difference against treble winners Bayern Munich, also need to return to European victories after their opening 2-1 defeat to Napoli.
"Tuesday will be a challenge but we have a home game in front of a sold-out crowd," Klopp told reporters. "We do not feel much under pressure because we have analysed the Napoli game extensively and drawn the necessarily conclusions."
Following the Napoli defeat, Dortmund drew 1-1 at Nuremberg last week before needing extra time to edge past second-tier 1860 Munich in the German Cup in midweek.
"A week ago, after the Nuremberg draw, there was a lot of talk that we were lacking our usual dominance," said forward Marco Reus, who scored twice against Freiburg.
"The good thing in football is that when you have busy weeks and play every three days we could quickly prove them wrong."
There was some bad news for Klopp as defender Marcel Schmelzer was ruled out for three weeks with a thigh injury.
However, midfielder Sven Bender, who was taken off at halftime against Freiburg with a minor shoulder injury, was cleared to play on Tuesday.
"It did me a lot of good (to be taken off) with a view to Tuesday's game," Bender, who collided with team mate Erik Durm early in the game, said.
For Marseille it is a big week with a Ligue 1 home clash against champions Paris St Germain to follow up the trip to Dortmund.
While they have bounced back in the league after their defeat at home to Arsenal in the Champions League that extended a winless series to four games, they have rarely produced convincing performances.
"We often react instead of taking the initiative. We have to show much more than that," playmaker Mathieu Valbuena told reporters after the 2-0 victory at Lorient on Saturday. "We'll definitely have to show much more at Dortmund."
The France midfielder has good memories of Dortmund, where his splendid goal qualified Marseille for the last-16 round two years ago by making them win the decisive group stage match 3-2.
"They will seek revenge not only because they lost at Napoli but also because of their defeat two years ago," Valbuena said.
Marseille, who regard themselves as the outsiders in the group, hope their most experienced players such as Valbuena and the in-form Andre Ayew will be at their best as their rejuvenated squad still have to find some consistency.
"We know that the young players are going to have ups and downs. They have qualities but we have to trust the players who are used to going for points," said coach Elie Baup, whose squad has been mainly reinforced with youngsters this year.
Baup will likely start midfielder Giannelli Imbula, aged 21, and left back Benjamin Mendy, 19, two players who had never featured in the first division before joining this year.
Imbula, who made a great impression against Arsenal, has immediately won his place in the starting 11 while Mendy is replacing the injured Jeremy Morel.
Experience could also be lacking up front with striker Andre-Pierre Gignac out with a foot problem that forced him out of the last two league games. Jordan Ayew is set to fill the position.
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