Coach Edin Terzic was the first at the club to oversee nine Bundesliga wins in a row during his first stint in charge. His team started this season with wins over Bayer Leverkusen and Freiburg, despite not playing particularly well.
Then came Saturday's shock, when Dortmund set an unwanted Bundesliga record.
Never before in the league had a team conceded three goals after the 88th minute, as Dortmund did in throwing away a two-goal lead to lose 3-2 at home to promoted Werder Bremen.
``You also have to say that we were a bit fortunate in the first two games. Today we were punished for it,'' Dortmund captain Marco Reus said.
Suddenly, all the old questions are being asked again. Dortmund's title challenge is being undermined by doubts and uncertainty, and Bayern Munich looks even more assured of claiming a record-extending 11th consecutive league title.
All it took was three rounds.
Despite finishing second last season, Dortmund parted ways with Terzic's predecessor Marco Rose after an inconsistent campaign characterized by home and away losses to both Bayern Munich and Leipzig along with other disappointing defeats.
Dortmund finished eight points behind Bayern despite its rival dropping points in 10 games. Dortmund exited the Champions League in the group stage, and the German Cup in the third round.
Terzic, who led Dortmund to the German Cup title as interim coach the season before, was brought back for this season with the task of challenging for trophies again.
But so far, despite summer reinforcements in attack and defense, Dortmund has failed to impress. Julian Brandt and Raphael Guerreiro's goals against Bremen were the team's first and second attempts on target - in first half injury time and in the 77th minute. Bremen dominated the game.
``That was a very poor performance from us. We didn't manage to control the game and we allowed a lot of chances, both in the first half, when we went ahead with the last action, or in the second, when we wanted to do much better,'' Terzic said. ``Still, when you're winning 2-0 up to the 88th minute, you have to win the game, even if it's not a good game. And how we conceded the goals was really stupid. So annoying.''
Dortmund can't afford to drop points if it wants to challenge Bayern this season - the Bavarian powerhouse routed Bochum 7-0 again on Sunday and has made the best start any team has ever made to the league with a goal difference of plus-14 from its three games.
Dortmund's sporting director Sebastian Kehl hasn't lost hope, yet.
``We're not going to give up already after the third round,'' Kehl said before Bayern's demonstration on Sunday. ``Otherwise, we could close the whole shop. We want to make the Bundesliga exciting for everyone.''
Dortmund next travels on to Hertha Berlin, a team with only one point so far despite encouraging performances against Eintracht Frankfurt and Borussia Monchengladbach.
Kehl said the team will try and learn from Bremen shock.
``We'll try and find reasons for it, but we'll also look forward,'' Kehl said. ``Everyone has bigger expectations and has to meet to them now.''
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