Aaron Ramsey's 11th goal of the season in all competitions gave the Gunners all three points in a 1-0 win at the Westfalenstadion, leaving Dortmund three points behind second-placed Napoli in Group F with two games still to play.
But Armenian Mkhitaryan, speaking exclusively to FourFourTwo, says talk of an early exit from the competition is premature for last season's finalists, despite their disappointing defeat to Arsene Wenger's men on home soil.
"Something didn't really work out for us last night - we lost a match we could have won," said the 24-year-old. "But we have to forget it and focus on the next two games. We'll be doing everything we can to reach the next round.
"I can't judge how much qualification is in doubt for us now. There are three teams fighting to get through. In the meantime, we have to focus on games against Wolfsburg and Bayern Munich. Only after that can we start thinking about Napoli again. I'm still confident we'll go through."
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