The two clubs will battle it out at the Friuli Stadium eager to start their Group I campaign on the right foot.
"It's going to be a tough group to qualify from," said Udinese defender Dusan Basta. "We know that Rennes are a good team so it should be a good challenge."
Udinese narrowly missed out on a place in the Champions League after losing their play-off tie to Arsenal last month.
The Italians recovered from that disappointment and got their Serie A campaign off to a flying start with a 2-0 win at Lecce last weekend.
"It was important for us to start the season well," said Basta, who scored his team's opener against Lecce.
"Now we will try to begin the Europa League campaign on a positive note in a group that feels like a Champions League one."
Spanish side Atletico Madrid and Scottish giants Celtic make up the group.
Udinese have yet to lose at home in the Europa League while Rennes halted a five-game losing streak on the road in Europe after winning both of their away games this season.
Frederic Antonetti's side have collected 10 points from their opening five Ligue 1 games.
They travel to Italy inspired by their 1-0 triumph at Marseille, courtesy of Jires Kembo-Ekoko's goal.
Kembo-Ekoko came off the bench to score a late winner and hand his team their first triumph at the Velodrome stadium in 11 years.
"We made a great effort on defence and we were rewarded against Marseille," said Rennes striker Victor Montano.
"The players that came off the bench brought in a lot of energy and strength to the team.
"We have to put this win behind us and focus on Thursday's game which will be a big challenge for us.
"We hope we can continue our positive run."
Udinese coach Francesco Guidolin welcomes back defenders Mauricio Isla and Pablo Armero.
Both players missed last weekend's Serie A opener through injury.