A 0-1 away at Wolfsburg was enough to extend Dortmund's run, with Marco Reus making an impressive start to the season.
"I've always emphasised that if I'm fit, I can help the team and at present it's going really well. We've had a bit of luck in some situations, but that doesn't matter. I'm happy for it to continue like that if the team is successful", Reus told the club's website.
The Germany international has been involved in 16 goals in all competitions this season as Favre's men are tearing up the Bundesliga.
Manuel Akanji was on fine form to help keep a clean sheet and extend the club's unbeaten record.
"We defended very well as a team and that's why we didn't give many clear-cut chances away", Akanji said.
"We could've definitely scored one or two more through the chances we had. But we can't score three or four goals in every game.
"We're all looking forward to the match against Munich, but our focus is now on Atlético Madrid. We won the first leg 4-0 and we're sure that they'll want to show a reaction. It'll be a tough game, but first of all we need to prepare for it," he added.