The German champions lost 4-1 to VfB Stuttgart in the Bundesliga on Saturday and a similar defeat in France would see Auxerre advance to the last four.
"It's very simple, we must avoid that kind of result," said Matthias Sammer, the Dortmund captain, who missed the first leg with a calf injury.
"We must not go into the match thinking we have already done the hardest part," he said. "We will have to fight for 90 minutes because that's what Auxerre will do. They have nothing to lose."
Dortmund will be without the defender Stefan Reuter, who is suspended after being sent off in the first leg for a second bookable offence.
The Portuguese midfielder Paulo Sousa and striker Karlheinz Riedle, who both missed Saturday's match with injuries, should play, but Brazilian defender Julio Cesar, still recovering from a knee operation at Christmas, is not yet ready to return.
Auxerre, who warmed up for today's game by beating Cannes 3-1 on Friday, are hoping goalkeeper Lionel Charbonnier will be able to play despite a painful right shoulder. Charbonnier, defender Franck Silvestre and midfielder Moussa Saib all missed the match against Cannes, but should be fit enough to start.
The French club, who are playing in the European Cup for the first time, will remember their Uefa Cup semi-final with Dortmund in 1993, in which they fought back from a two-goal first-leg deficit only to lose on penalties.
"It will be tough but it's not impossible," Silvestre said. "We'll have to be at 200 per cent from the start, but at the same time we'll have to be patient and careful. We know we need goals, but if we let them score it will be all over."
France have had a team in the European Cup semi-finals in each of the last four years and Auxerre, who impressed in this year's campaign by beating Ajax, dream of following the example of Marseilles, Paris St-Germain, Monaco and Nantes.
"We all want to go for it, to achieve something exceptional, and we believe we can make it." striker Bernard Diomede said. "Otherwise, there would be no point in starting the match."
Ottmar Hitzfeld, the Dortmund coach, is reasonably confident, however, despite his side's defeat at the weekend.
"This is our chance to join Europe's footballing elite," he said. "We have to take out our frustration at losing to Stuttgart on Auxerre."Reuse content