Barca thrased BVB 4-0 in Wednesday night's quarterfinal first-leg at Montjuic stadium.
Martinez said afterwards: "We know it's going to be tough there, and they have nothing to lose. It's true that the advantage is huge. Missing out would be a defeat and a very tough tie. Let's hope that doesn't happen.
"We're going there to win, too, without speculating. We know how to play very well; I think we're superior if we're playing well. Now we'll focus on the league."
He continued: "In football, there are dynamics, and when you get into one, it's difficult to get out. We had a bad run, and when you let your guard down, you pay dearly. We saw that in La Liga. The adjustment has been to not feel superior from the start. To maintain this enthusiasm and continue enjoying ourselves like we are now."
He was also questioned about his situation after being dropped from the Spain squad.
Martinez added,"If you're not well, it's better to step aside. I did that the other day. These are situations, minor injuries that prevent you from playing matches. The medical team also has a role to play."