The Brazilians are used to being the favourites when they take to the field, having won the past seven successive South African top-flight titles.
They only lost three games all season in the 2024/25 Betway Premiership, although they also narrowly lost out to Pyramids FC 3-2 in the final of the CAF Champions League at the beginning of June.
But they started their Club World Cup campaign with a strong 1-0 win over Korea's Ulsan HD, and will approach their clash with Dortund with a similar confidence to win.
However, Lunga expects a much more competitive tie against the eight-time German champions at the TQL Stadium in Cincinnati on Saturday.
He said in the Citizen: "Everyone knows what Dortmund are capable of. They are not a small team, they are big guns but even us we might be underdogs but I think where we come from people know who Mamelodi Sundowns are.
"They know what happens when you meet Sundowns but I think even Dortmund as well. I even read an interview of their coach talking about us so I think it will be a tough game and it's not going to be an easy one."
On the recent victory, Lunga added: "I feel happy about the win and I think we gave it our all. Everyone fought and we fought to get the win and I'm happy about the victory. We analysed their games that they played before they [Ulsan] came this side so we expected their approach."
A win for the Brazilians will secure their place in the knockout stage with one group match still to play.