By FOX Sports staff
The Bundesliga giants head into the last-16 clash with one foot into the quarter-finals following a 2-2 draw in the first leg in Ukraine, which means even a 0-0 or 1-1 result will be good enough for them to progress.
However, Lewandowski insists Dortmund will be going all out for the win despite having two away goals to sit back on.
"Donetsk scored twice against us in the first leg and they showed how dangerous they are," he told Bundesliga.com. "We can't play for a draw, or aim to get a 0-0 or 1-1 - that would be far too dangerous.
"We desperately want to win it, even if it's not going to be easy. We know that we can score against Donetsk because we showed that in the first leg, and we should also get at least one goal on Tuesday.
"We're at home after all, so we've got to be positive. We want to, and have to, get into the next round and that is the clear objective on Tuesday."
The Poland international, who has been linked with a move away from the Signal Iduna Park, also revealed that he is unfazed by Shakhtar's excellent away form.
"They are always good away from home," Lewandowski added. "They've now played their first game after the long winter break in the Ukrainian league so they'll be fit and certainly in more of a rhythm than they were in the first leg.
"But that's not going to be decisive. We've got to ensure we focus on ourselves and play the best we can.
"That's what matters most and that way we'll be successful again."
Lewandowski netted two goals on Saturday as Dortmund warmed up for Tuesday's clash with a 3-1 triumph over Hannover.