The Gunners are in Germany to take on the Bundesliga runners-up in what looks a tough game in their opening match of this year's group-stage and Koscielny will have his eye on one man in particular.
Aubameyang is famed for his speed and the French centre-back will know that he will have to be on his guard, if he does come up against the Dortmund attacker.
"They have a lot of players who make the difference," Koscielny side to Arsenal's official site. "They have Aubameyang up front who is very quick, so we know it will be hard.
“We will go to Dortmund with confidence and we want to win the game because it¹s important to start the group stage well.”
Aubameyang is not a guaranteed starter at Dortmund, but he is expected to play some part.
The 25-year-old has been used in a rotational role since moving to BVB last summer, but he has still managed to impress when on the pitch.
If he does start, Koscielny will be part of a depleted Gunners back-line who will have to deal with him.
They will also have to negate the threat of the likes of Shinji Kagawa, who moved back to Dortmund from Manchester United this summer, and the creative Henrik Mkhitaryan if they are to get a valuable three points to kick of their Champions League campaign.
Dortmund are famed for the atmosphere that their fans create and they look the strongest team in Arsenal's group this year, but Arsene Wenger's side did managed to grab a victory in the Westfalenstadion in last year's competition and Koscielny says that will stand them in good stead.
“Last season we won 1-0 but it was a very hard game because Dortmund played very well," the centre-back said. "The stadium is amazing, the fans are crazy.
"They are behind their team during the whole game. So we know these stadiums and we know the atmosphere. We play without pressure, so the most important thing is to win the game. When you play you don’t hear the songs in the stand, so we just have to be focused on our game and winning.”