The well-drilled Bundesliga side secured a 2-1 win at the Emirates Stadium a fortnight ago with a late goal from Robert Lewandowski and warmed up for their next European challenge with a 6-1 victory over Stuttgart where the Poland forward plundered a hat-trick.
Dortmund are chasing what would be an eighth successive home Champions League win and have never lost against English opposition at the Westfalenstadion.
Arsenal, though, come into the tie on the back of a 2-0 victory over Liverpool which moved them five points clear at the top of the Premier League table.
The Gunners are also unbeaten in 14 away matches in all competitions since recording a famous win at Bayern Munich in March.
Klopp accepts his men, last season's Champions League runners-up, will have to deliver their own high-level performance to stay on course for qualification from Group F.
"We actually believe that it is an advantage to play at home and if we put all our quality on the pitch, we are very hard to play against. We are also very well prepared," Klopp said.
"Even if we had won the last 70 games at home, it wouldn't make any difference for tomorrow. It would be just a history, just statistics so therefore I wouldn't say the 14 games (unbeaten) away (for Arsenal) are an advantage."
Klopp added: "We are going to do video analysis tonight and show the players some things, but it is going to be a tough game."
Wenger responded to Klopp's description of Arsenal's "orchestral" style compared to his own "heavy metal" brand with the hope that Wednesday night's encounter would turn out to be a "symphony" between two positive footballing sides.
The German coach is a big fan of Wenger's philosophy.
He said: "It was not about comparing the two sides, but I wanted to compare my work with his. The way I have known him, he has a very fine sense (of the game).
"Nevertheless, I am expecting a great fight tomorrow between the two sides, with a lot of man-on-man tackles."
Dortmund are likely to be without German defender Mats Hummels because of hamstring problem on Wednesday, so Greece international Sokratis Papastathopoulos looks set to stand in again.
Midfielder Marco Reus feels Dortmund cannot afford to lose focus.
"It will be important that we all do our best, with man-on-man when going forwards. It is all about our motivation tomorrow," he said.
"This is the Champions League and at this level the smallest mistakes can be punished immediately. We will be very prepared for tomorrow."