The midfielder only netted once last season, after picking up six the season before, and he wants to work on that part of his game.
Wolves have struggled to convert chances in the opening games of the season and although Dendoncker has so far been back-up to Ruben Neves and Joao Moutinho, the Belgian international feels he can add more goals to the team's haul.
When asked what Bruno Lage expects of him, he said: "It's a manager who really would like to play from the back, try to build up with a lot of rhythm as well.
"We're just trying to work on these things in training and during the week. We've been working hard.
"He wants the midfielders to stay really close and narrow to each other and help the defenders to build up.
"But he also asks me to try and infiltrate and get forward for the crosses from the sides. In that point of view, it hasn't changed a lot from last season.
"He wants us especially to play on the ball and try to build up from the back."
When asked if he wants to add goals this season, Dendoncker added: "Yes, I think it's something I have to improve, to try and score more goals and be decisive – to give more decisive passes as well.
"That's a work point for me and hopefully I can manage to score a few goals again."
Meanwhile, Wolves finally added Premier League goals at the fourth attempt by beating Watford 2-0 at the weekend.
And Neves insists the team is confident, while admitting they still have room to improve.
He said: "We’ll score more, it’s all about confidence and now I think we are confident to go.
"We are confident in the way we are playing, but we need to improve more because we don’t want to stop here.”