Dortmund's 31-game unbeaten streak came to a halt on Saturday with Hamburg's first win, and Juergen Klopp's side already finds itself five points behind pacesetting Bayern Munich.
"The season has only begun. Last season we were eight points behind Bayern and we still won the German championship," Dortmund midfielder Ivan Perisic told the Bundesliga website. "So I'm not worried about it."
Frankfurt, in contrast, set a Bundesliga record by becoming the first promoted side to win its opening four games.
"I'd be disappointed if we don't finish German champions now," Frankfurt coach Armin Veh joked after the third win.
Bayern — enjoying its best ever start to the league — hosts misfiring Wolfsburg.
"We can't deny it's a good start but a good start is only of any use if you keep marching on," said Bayern sporting director Matthias Sammer after his side's seventh consecutive win across all competitions.
Also Tuesday, Schalke hosts Mainz and Fortuna Duesseldorf visits Greuther Fuerth.
On Wednesday, Borussia Moenchengladbach hosts Hamburg, Hoffenheim visits Stuttgart, Hannover welcomes Nuremberg, Freiburg hosts Werder Bremen and Bayer Leverkusen visits Augsburg.
"It's not nice to be reacquainted with how losing feels," Dortmund captain Sebastian Kehl said after the 3-2 defeat. "It has to be said that we really only have ourselves to blame."
Dortmund was just five games shy of Hamburg's record of 36 games unbeaten set in January, 1983.
"Such a thing is incidental, although the record would have been nice of course," Perisic said. "Maybe in a couple of weeks we'll get angry about the record because we could have managed it with a draw (in Hamburg)."
Defensive lapses were to blame for the loss, though coach Juergen Klopp said his team played badly in "the beginning, the middle and the end."
"If we learn the right lessons from Hamburg it should be our last defeat for a while," said Klopp, whose side began last season with three defeats from six games.
Klopp said Sunday that he never had a team that played its best football in the first five games and that "our real capability will always come to light over the course of a season."
The outspoken 45-year-old coach is yet to find his ideal lineup behind striker Robert Lewandowski, with Perisic, Mario Goetze and off-season signing Marco Reus all switching positions during Saturday's loss, when the middle became too crowded.
"Mario, Marco and Ivan didn't allow the space they needed to play their game," Klopp said.
Dortmund ended the game with Goetze playing alongside substitutes Julian Schieber and Jakub Blaszczykowski behind Lewandowski.
Now questions are being asked about how Reus — a €17.1 million ($22.2 million) purchase — fits in a midfield still adapting to the departure of Shinji Kagawa for Manchester United.
"Our game is different to (Reus' previous club) Moenchengladbach's," said Dortmund sporting director Michael Zorc. "He simply needs time to get used to it."
Jupp Heynckes has no such problems at Bayern, where the 67-year-old coach has been rotating his squad with the summer's new arrivals all contributing.
"You have to compensate for the energy-sapping program by rotating the squad," Heynckes said. "Every player has to forget his ego and drop to the bench sometimes. I'll organize it so it works."Suggest a correction