Dortmund take a 4-1 lead to the Santiago Bernabeu and stand overwhelming favourites to qualify, but Jose Mourinho will have other ideas and believe his side can overturn the deficit.
And as Madrid have proved countless times this season, they've got the ability to put four or five past an opponent on home turf; doing the same thing to Dortmund would represent one of Mourinho's greatest-ever victories.
First off, let's recap where Madrid went badly wrong in the first leg.
Angel Di Maria was late to Dortmund after staying in Madrid for the birth of his child, leaving Mourinho with a serious selection dilemma. He settled on a 4-3-3 formation—and it's not often he strays from the 4-2-3-1—with Luka Modric, Sami Khedira and Xabi Alonso as a midfield three.
This put Modric in his best position, but it also pushed Oezil out wide; the German much prefers the No. 10 role and struggled to keep up with the pace of the game in the wide areas.
With no No. 10 in a Blancos shirt, the away side failed to deal with deep-lying playmaker Ilkay Gundogan, who had the freedom of the pitch to pass, dribble and drift wherever he wanted.
He dictated the pace of the game from just in front of his centre-halves, launching counterattacks with ease and pushing forward unchallenged.
The fact that Mou did nothing to combat this is odd, and it's the first thing he needs to do this time around, even though his side need to win 3-0.
If he lets Gundogan run around free of markers again, his side is doomed; Gundogan is the No. 1 dispenser of counterattacking passes in Marco Reus' direction, and it's no coincidence that an unmarked Gundogan was able to let Reus shine brighter than Goetze in the first leg.
This should go a long way to dictating the formation for Madrid—back to the 4-2-3-1—and Di Maria's assured presence will mean Oezil drifts into his familiar role.
Cristiano Ronaldo will be looked to as the main source of goals, and while he tends to score in every single contest, there is no right side in football better equipped to deal with his game.
In the first leg, Lukasz Piszczek and Neven Subotic handled him pretty well. The former matched him on the ground and refused to lunge in, while the latter dominated the springy Portuguese aerially and cut off any lofty supply lines.
Jakub Blaszczykowski spent the first 30 minutes blocking Fabio Coentrao's roaming runs down the left, meaning the duo were starved of linkup play and support for long periods.
This was not a surprise, as when the sides met in the Group Stage, Piszczek teamed up with Sebastian Kehl to block Ronaldo out—just as Sir Alex Ferguson did to Gareth Bale this year—while the stand-in left-back, Michael Essien, failed to overlap with any threatening tendencies.
The result was a subdued Ronaldo, and BVB manager Jurgen Klopp simply sought to replicate that strategy for the semifinal.
You can absolutely expect Oezil to put in a hardworking shift as a "suffoco" and limit the influence Gundogan has, but you can also expect Goetze to do a similar thing on Alonso once again.
This will likely leave the game in the hands of Khedira driving forward, and Madrid fans will be hoping he can emulate Javi Martinez's performance against Barcelona last week.
If Mourinho is hoping to find an area of the pitch to hit quickly—as he does with Ronaldo behind Dani Alves against Barcelona—it needs to be through Di Maria on the right.
Marcel Schmelzer is a good left-back, but he can be caught out, and Los Merengues proved that for their solitary goal at Westfalenstadion.
Madrid will do extremely well to recover the huge deficit they've carried over from the first leg, but it's not impossible, and the fans have far from given up hope.
Withstanding a barrage from a Mourinho side with the bit between their teeth could be the toughest assignment Klopp's men have ever faced.