"Both of their apartments were searched, and one of the two has been detained", said Frauke Koehle, from the federal prosecutor's office.
But the sea of fans, decked out in the team's black and yellow colors and accompanied by an increased police presence, could not quite shake off a feeling of shock after Tuesday's attack in which Spanish defender Marc Bartra was injured.
A window of Dortmund's team bus is damaged after an explosion before the Champions League quarterfinal soccer match between Borussia Dortmund and AS Monaco in Dortmund, Germany, April 11, 2017.
Prosecutors are still unsure whether the letter found in triplicate at the scene is genuine or a false lead.
The events unfolded as the squad left their hotel en route to the Signal Iduna Park stadium for the first leg of a quarter-final tie against Monaco, which was swiftly rescheduled for Wednesday.
"I encouraged everyone to take the game seriously but football is not the most important thing in the world", he said.
Burki said Bartra was "hit by splinters of broken glass". It was being held under increased security, and the club said fans wouldn't be allowed into the stadium with backpacks.
Dortmund captain Marcel Schmelzer said on the club website: "We're all in shock and our thoughts are with Marc".
Dortmund's vehicle was the target of three explosions ahead of their UEFA Champions League game against AS Monaco, which was subsequently postponed until Wednesday.
The explosion took place on Tuesday at 7.16pm, a minute after the BVB team bus left the team hotel, 10km south of the western city of Dortmund.
"An Islamist background appears to be possible", she said, noting the letter demanded that Germany withdraw its deployment of Tornado reconnaissance missions in the anti-IS worldwide coalition and close the United States air base in the western German town of Ramstein.
Borussia Dortmund's managing director Hans-Joachim Watzke said in a tweet.
"Former Arsenal and England striker Ian Wright said on Twitter "I love this football club (Dortmund)", in a reference to #bedforawayfans".
"The chancellor sees it as a positive sign that the team does not bow to terror and will play the match despite the hard circumstances".
Jaeger said Wednesday: "We are investigating in every direction. the background is completely open and is in the dark".
Small groups of Borussia Dortmund fans have gathered outside the team's training ground to show their support after Tuesday' night's attack on the team bus as it made its way to the Champions League quarterfinal against Monaco.
The German national team, which included some Dortmund players, was also in the Stade de France in Paris when jihadists attacked the French capital in November 2015, leaving 130 dead.