Dortmund won the Champions League in 1997 and topped their group with ease earlier in this season's competition but they will need a much better display against dangerous Shakhtar than the one they served up on Saturday.
"It was a very painful defeat because we should not be letting in four goals at home," Sahin told reporters.
"We can make it all good again on Wednesday but we have to be very focused because Shakhtar are a team that will punish us if we make mistakes.
"There has to be a marked improvement in our performance," added Sahin who returned to the club last month following unsuccessful spells at Real Madrid and Liverpool.
Fellow midfielder Ilkay Gundogan is also doubtful after missing Saturday's game with a thigh injury but coach Juergen Klopp will have defenders Neven Subotic and Marcel Schmelzer available again after they missed the Hamburg debacle because of injury.
"Saturday was just one of those bad days. Wednesday will be a different story, things will be better," said Klopp.
The Donetsk team will now pin a lot of their hopes on Willian's fellow countryman Taison.
The Brazilian, signed from Ukrainian rivals Metalist Kharkiv for 20 million euros, has tremendous skill and speed and should fit Shakhtar's style of play perfectly.
"We knew it would be difficult to hold on to Willian and it is hard to say if Taison will be as good as him," said coach Mircea Lucescu. "He will need time."
