The team was fortunate to emerge with a 0-0 draw from the Ruhr derby on Saturday and has only won two of its last eight games in all competitions.
"We have to do more going forward, we have to invest more. You can see we're not relaxed, that we're missing this ease of playing that normally sets us apart," Dortmund captain Marco Reus said after the lackluster performance in Gelsenkirchen.
Schalke hit the post and the crossbar and clearly had the better chances, while Dortmund barely threatened at all, with only Jadon Sancho going close for the visitors.
"It was difficult for the Dortmunders to score a goal because none of them were in the box, because none of them wanted to be in the box," Schalke goalkeeper Alexander Nübel said.
It was the second consecutive game in which Dortmund failed to score after its meek performance in the 2-0 loss at Inter Milan on Wednesday, and it increases the pressure on coach Lucien Favre, who was already fending off questions about his future before the Ruhr derby.
"That's how it is these days. What can you do?" Favre said. "I think there's hyperbole on one side when things are going well, but there's also hyperbole when things are not going so well. I understand people have to write things or there will be nothing to read. That's how it is, but it goes too far."
Adding to the pressure was the significance of Dortmund's bitter rivalry with Schalke. Dortmund has now won only one of the last eight Ruhr derbies.
"We had been hoping for more beforehand, but now we can accept the result," Favre said.
Dortmund sporting director Michael Zorc backed the under-fire coach, but didn't absolve the Swiss tactician of all blame.
"We're not having a discussion about the coach, we're simply not having it," Zorc told Sky. "Of course he has something to do with it, it's obvious. But it's not like we're facing relegation. All our targets for the season are still reachable."
Dortmund is three points behind Bundesliga leader Borussia Mönchengladbach, which will present a tough challenge in the second round of the German Cup on Wednesday.
"We need to rediscover our natural way of playing. Everything seems a bit forced at the moment," Zorc said. "We'll make a fresh start on Wednesday."
The next four games could determine Favre's future at Dortmund. Wednesday's game against Gladblach — his former team — kicks off a tough series, including games against Wolfsburg in the Bundesliga on Saturday, Inter Milan again the following Tuesday, then a visit to seven-time defending champion Bayern Munich in the Bundesliga.
Luckily for Dortmund, Paco Alcácer returned to training on Sunday after missing five games with an Achilles issue followed by calf problems. For fans - and Favre - the Spanish striker cannot come back too soon.