Sahin will lead Dortmund in Europe's elite club competition for the first time when the German side takes a trip to Bruges to face the Belgians.
Dortmund announced Sahin, their former assistant coach, as their new manager to replace Edin Terzic in June.
Terzic had guided the team to the Champions League final, which they lost to Spanish giants Real Madrid 2-0 at Wembley earlier that month.
"After two or three matchdays, you will see how it's going," Sahin told reporters on Tuesday. "As a finalist last year, we're self-confident. Dortmund are a name in Europe. We want to live up to that and go through.
"We want to play a good role in all competitions."
Sahin, a German-born former Turkey international, played 274 matches for Dortmund, winning the Bundesliga in the 2010-11 season and was a Champions League runner-up with them in the 2012-13 campaign when they were managed by Juergen Klopp.
He is now ready to take charge on the biggest stage, having started his debut Bundesliga season as a manager with seven points in three matches.
"I'm delighted to be a coach in the Champions League. This is special. I'm really looking forward to my first game on this stage," Sahin said.
However, he expects a tough outing against Brugge, who have won four of their seven matches in the Belgian Pro League.
"Since we've known that we're playing against them, we've watched very many matches. The team has a clear philosophy of play and principles - a good team," Sahin added.