While Cruyff is a household name because of his famous relation and his time with Barcelona and Manchester United, his side are less well-known in footballing circles.
They are the first Cypriot side to break into the group stages of European football's second competition and face one of the continent's most recognisable names as their humble Neo GSZ Stadium.
The venue holds just over 13,000 people and Cruyff knows a lot of things are stacked against his side, although he does believe they pose threats of their own.
"Our team is improving game by game and is on a good track," the 37-year-old, who won the Premier League with United in 1997, said.
"We go into the game against Steaua with confidence running high. Steaua are the favourites for the match.
"I have watched all their games and I have been impressed by (Leandro) Tatu and (Pablo) Brandan, two very good players."
Cruyff's side went down to a narrow defeat against Maccabi Haifa in the opening round of fixtures, while Steaua showed their mettle by grinding out a goalless draw with Schalke.
AEK warmed up for the game by beating Ethnikos Achnas 2-1, while Steaua only have one win in five against their name.
With that run of form in mind, owner Gigi Becali has warned coach Ronny Levy that results have to improve.
"The physical condition of the players does not seem to be right," he said.
"They do not know what they need from the coaches. Maybe they need a coach to comfort them.
"In the second half (of Sunday's 0-0 draw with Sportul Studentesc), we had six players in midfield."
Thursday night's game is a chance for Levy to forget the rigours of the Romanian First Division, although Becali has done his best to keep him on his toes, adding: "If you lose a match with a title rival, you're finished, done. Goodbye!"