Madrid are without injured stars Marcelo, Karim Benzema (both hamstring) and Mateo Kovacic (adductor tear), but Kroos comes back into the fold after missing the 2-1 victory over Deportivo Alaves with a rib complaint.
Two goals from Dani Ceballos on his first league start for Los Blancos gave them a much-needed win after a home defeat to Real Betis. They also enter unbeaten at home in six games against Madrid all-time, with three victories.
It was his second hat trick of the season - he scored three goals against Rielasingen-Arlen in the first round of the DFB Pokal in August - and seventh since joining Dortmund before the 2013-14 season.
Borussia Dortmund have a 43 percent chance of winning, according to ESPN's Soccer Power Index.
Defending champions Real opened their group campaign with a 3-0 win at home to APOEL while Dortmund suffered a 3-1 defeat at Tottenham Hotspur a fortnight ago.
The La Liga Champion will take on the German giant in an away Champions League group stage match.
The agreement between player and club is in place (as AS reported on 16 July), but Asensio's new contract has yet to be made official and the idea is to announce it before the mini-break in LaLiga, after the Champions League MatchDay 2 meeting with Borussia Dortmund.
It seems Kroos has put those woes behind him after making Real Madrid's travelling squad for Germany.
The Champions League league game in Dortmund is available in most countries through the rights holders' online platform, if they have one.
Aubameyang, meanwhile, scored in each of Dortmund's two games against Madrid last season.