The 1970 and 1991 champions can become only the second team to complete a hat-trick of titles if they win it this season, joining South Korean side Pohang Steelers.
And Ghalenoei told the-afc.com: "We have very strong desire to be champions of Asia."
Esteghlal lead 1-0 from the first leg despite an unconvincing performance, Khosro Heydari with a fluke early goal.
And Ghalenoei added: "In the quarter-finals every match has two halves. We won the first match in Tehran 1-0, but I think the most important half is the second leg.
"Our aim in Tehran was not to concede a goal, now our goal is to score a goal."
Buriram have changed their coach since the first leg, with Spaniard Alejandro Menendez replacing Englishman Scott Cooper.
And the former Racing Santander coach said: "We are confident and the team is ready to beat Esteghlal.
"We are confident that we can score. It will not be easy, but we are confident we can score two goals."
Last year's runners-up Al Ahly take on FC Seoul in South Korea having drawn their home leg 1-1.
The Saudi side had to rely on a late equaliser from substitute Sultan Al Sawadi after Dejan Damjanovic's early opener.
And coach Vitor Pereira said: "The result of the first match was not good for us but in the match we proved that we have the quality to win.
"We dominated all the game except for the opening period. We didn't start well and I didn't like the first 20 minutes but after this we improved and created opportunities. And we will not change the way we play for tomorrow."
Seoul lost their previous two quarter-finals, to Umm Salal in 2009 and Al Ittihad in 2011, losing the first leg on each occasion.
And their coach Choi Yong-soo said: "We are in a better position than in the past.
"Both times we did not lose at home but just not quite do enough to win and this third time is an opportunity and a challenge, not a burden. It is a chance for us to succeed or fail and I hope that we succeed."
Runaway Chinese Super League leaders Guangzhou Evergrande take a 2-0 first-leg lead into their return match with Lekhwiya after goals from Dario Conca and Elkeson.
The hosts have recent experience of rebounding from just such a deficit, having come from two goals down to draw their Qatar Stars League opener 3-3 with Al Sailiya on Sunday.
Kashiwa Reysol, who suffered a shock J.League loss to second-bottom Jubilo Iwata on Sunday, face Al Shabab in Saudi Arabia. The first leg was drawn 1-1, Masato Kudo giving Kashiwa the lead before Fernando Menegazzo equalised.