A 1-1 draw at home to PAOK FC in the first leg last week has given the Greek club, coached by former Schalke boss Huub Stevens, a slight advantage to take with them into tomorrow night's return.
However, Schalke have no intention of playing Europa League football next season as they seek a morale-boosting victory in Salonika.
"We're here to win this game," said the Royal Blues' director of sport Horst Heldt. "We've got to minimise our mistakes and take our chances, delivering on our potential for the entire 90 minutes."
PAOK's Toumba stadium is widely regarded as one of the most intimidating venues in European football, but that will not be the case tomorrow night.
The game will be played behind closed doors due to crowd problems in previous PAOK games and that could work in the Bundesliga side's favour.
"I think it's always an advantage for the home team when they have their fans behind them," said Heldt. "It's therefore going to be very strange for it to be so quiet."
It may be quiet off the field, but it will be far from calm on it, according to Schalke defender Tim Hoogland.
"We've got to get it into our heads that pretty football won't get us anywhere," he said on his club's website. "In our situation, we've got to fight.
"We're missing a few players, but we have such a good squad that we can cover for them, and we have to.
"It's up to all of us now, even those who have been in the background a little and now get the chance to prove themselves. We're going to Salonika to win."
Jefferson Farfan, who was carried off at the end of the first leg, is expected to be fit while Joel Matip and Leon Goretzka could also be available after recovering from knocks.
PAOK coach Stevens, who was once voted by Schalke fans as their coach of the century, is not going to be doing his former club any favours.
His side have been given a second chance in the competition following the disqualification of Metalist Kharkiv, and they are keen to take full advantage of it.
"Schalke are under pressure, not us," he said at a press conference on Monday. "They have got to go through whereas we would just like to.
"Of course it's an important game, but it's not about life or death. There are far more important things in life. Whether we go through or not, life goes on."