Dortmund were disappointing in a 3-1 defeat at Lazio last week, while Zenit were humbled 2-1 at home to Club Brugge, leaving both sides with plenty of work to do in order to progress to the knockout stages.
Former Dortmund striker Ciro Immobile came back to haunt his former side in Lazio's 3-1 win at the Stadio Olimpico, with Erling Braut Haaland's late goal proving nothing more than a consolation once Jean-Daniel Akpa-Akpro had taken the game away from the visitors just four minutes later.
Defeat meant it was the first time BVB have lost four consecutive away games in Europe's elite competition since 1958, with six defeats in their last eight away games in the Champions League a record which simply must be improved if they are to have any aspirations of reaching another final.
Indeed, Dortmund are a different beast at the Westfalenstadion, winning their three league games there this season without conceding a goal, as well as the last three Champions League matches at their home ground. A win against Zenit on Wednesday will be vital to ensure they do not fall at the first hurdle in Europe.
Charles De Ketelaere's last minute winner in the 2-1 win for Brugge, whom many observers would have expected to finish bottom of Group F, has left Zenit with a real hole to dig themselves out of in order to have any chance of progressing past the Champions League group stage for the first time since the 2015-16 season.
Expectations heading into the match against Dortmund will be low, however, given that Sergei Semak's side are generally even worse travellers than their forthcoming opponents, taking a solitary point from their last five away games in the Champions League.
They also suffered a second successive 2-1 home defeat at the weekend, losing to Rubin Kazan to leave them three points behind Spartak Moscow, who are leading the Russian Premier League after 12 matches.
The St Petersburg-based side will be relying on the experience and leadership of captain Artem Dyzuba and former Liverpool defender Dejan Lovren at both ends of the pitch to have any chance of gaining a result in Germany.
Borussia Dortmund Champions League form: L
Borussia Dortmund form (all competitions): LLWWLW
Zenit St Petersburg Champions League form: L
Zenit St Petersburg form (all competitions): DWDWLL
Favre welcomed defender Manuel Akanji back into the starting XI in the weekend's victory over Schalke, with Dortmund looking much improved defensively as a result.
Dyzuba will lead the line as the side's focal point, with the Russian national team captain a threat to any side on his day with his physicality and finishing.
Borussia Dortmund possible starting lineup:
Hitz; Meunier, Hummels, Akanji, Guerreiro; Witsel, Delaney; Sancho, Brandt, Reus; Haaland
Zenit St Petersburg possible starting lineup:
Kerzhakov; Karavyev, Lovren, Rakitskiy, Krugovoy; Yerokhin, Barrios, Ozdoyev, Wendel, Driussi; Dyzuba
We say: Borussia Dortmund 2-0 Zenit St Petersburg
Dortmund have looked much improved defensively on the whole this season, and we expect them to control the match against a side who will be lacking belief after two successive unexpected defeats and a poor away record in this competition.