For the first time in 12 years, the Saddlers will ply their trade in League Two next season following their relegation from English football’s third tier.
The last time they dropped to that level, they bounced back immediately under the stewardship of manager Richard Money.
Walsall are currently on the hunt for a new boss, with Dean Keates having been sacked back in April and Martin O’Connor only brought in on an interim basis.
But Dobson says whoever comes in, the challenge for next season has to be to mount a serious push for promotion.
“We have to try and get back at the first attempt,” the midfielder said.
“We’ll wait to see what the situation is with the new gaffer – whoever we get in. But hopefully he will assemble a squad that is good enough to be challenging at the top next season.
“Hopefully we will bounce back at the first attempt. We have to bounce back.”
Dobson admits the relegation was particularly hard for him to take personally with the 21-year-old having been captain for most of the campaign.
“I’ve been captain for almost the entire season so for me, the team being relegated is gutting,” he continued.
“Everybody is gutted. But to be captain when we have gone down, that hurts.”
Meanwhile, Walsall’s relegation hasn’t affected the odds when it comes to who the bookmakers think will be the club’s next manager.
Keith Hill is still the favourite, with the former Rochdale boss odds on with most bookies.
Dennis Wise is the surprising second favourite at 5/2 despite his last managerial role ending at Leeds in 2008.
O’Connor is third at 7/1 with Motherwell manager Steve Robinson fourth in the list with odds of 9/1.
Kevin Nolan, Chris Powell, Paul Hurst, Darrell Clarke, Darren Moore and Shaun Derry are the other names in the top 10.
The Express & Star understands the Walsall board drew up their shortlist a number of weeks ago – with the club eager to make an appointment as soon as possible.