The Kosovan is currently on loan at FC Twente, alongside fellow City starlets Enes Unal and Yaw Yeboah, has made a decent start with three goals in his first four starts.
Dortmund have been tracking his progress in recent weeks and are believed to have been impressed by his skilful play in the Twente midfield.
Celina made two first-team appearances for City last season and signed a four-year deal to keep him at the club until 2020 in May.
Boss Pep Guardiola is believed to be a fan of the 20-year-old but he may start to look elsewhere if he is not given a chance to prove himself at the Etihad when he returns from his spell in the Eredivisie.
If he looks to move on, Dortmund would reportedly be hopeful of sealing a deal, having developed a number of young talents over the years.