The southern Italian squad has also had a perfect league start, winning its opening three matches under new coach Rafa Benitez.
While Edinson Cavani left Napoli for Paris Saint-Germain in a transfer reportedly worth 63 million euros ($84 million), Benitez got his wish when Gonzalo Higuain and Jose Callejon were brought in from Real Madrid as replacements.
Along with attacking midfielder Marek Hamsik, Higuain and Callejon have combined for nine goals in three matches.
Higuain faced Dortmund four times with Madrid last season and didn't score once.
"I want to improve my record," the Argentina forward said. "I want to become part of Napoli's history and dedicate a prestigious trophy to these people. That's what I was bought for."
In the other Group F match, Arsenal visits Marseille with club record signing Mesut Ozil still in doubt after exerting himself in his English Premier League debut on Saturday.
"He was ill and has some tight muscles after Saturday," Arsenal coach Arsene Wenger said. "But I think he will be OK. We are optimistic."
A bigger problem is a knee injury to forward Olivier Giroud.
"Hopefully he will be fit," Wenger said. "But it will only be decided (Wednesday)."
Napoli went unbeaten in four Champions League home matches when it reached the round of 16 two seasons ago for its first taste of the top European competition since Diego Maradona was with the club.
Napoli is also unbeaten at home in Serie A since December, having won its last seven matches.
Still, Napoli president and film producer Aurelio De Laurentiis is holding onto the underdog role. He called Dortmund a "three-headed monster."
"They have a manager who has coached them for years, they've improved themselves with (Pierre-Emerick) Aubameyang and they offer chances to a lot of young players," De Laurentiis said.
"We still need to improve while they're in well-tested battle shape. But I'm hoping that Benitez can use his experience to put Klopp in difficulty."
Dortmund captain Sebastian Kehl is out for six weeks after injuring his right foot while training on Sunday, although defender Neven Subotic and midfielder Henrikh Mkhitaryan are expected to overcome knocks and be able to play.
Besides Aubameyang, who registered a hat trick in his Bundesliga debut, Dortmund has also been relying on goals from Robert Lewandowski, who is back to his old form after a summer of discontent in which he pushed for a move to Bayern Munich.
Dortmund refused to let him leave but differences were set aside when the club granted him a pay rise for the remaining year of his contract.
Lewandowski scored two goals and set up another in the rout of Hamburg.
"Now comes the Champions League," Lewandowski said. "We want something there too, even if we know that Napoli have a really good team."