The Italians went down 2-0 in the first leg of the last-32 tie in Holland last week after conceding second-half goals from Maarten Martens and Erik Falkenburg.
Udinese, though, have not lost at the Friuli stadium in their last nine European games and have conceded just once at home all season in Serie A, so Guidolin remains hopeful.
"It is certainly complicated," Guidolin said. "But I am confident because of our strength at home.
"We will try to progress to the next round but if we don't make it, it will mean we don't deserve to be there."
Guidolin, whose side lost 1-0 at Novara on Sunday to drop to fifth in the league, expects a drastic improvement from his players with respect to last week's performance.
"Our first half at AZ Alkmaar was the worst display from my team since I took over," Guidolin said. "I have never seen my side play at such a slow tempo.
"We will need to do much better and make the most of our chances if we are to advance."
Guidolin is expected to hand the team's top scorer Antonio Di Natale a place in the starting XI.
Udinese are the lowest scoring side to have reached this stage of the competition, with just nine goals in nine games, and need Di Natale to deliver.
The 34-year-old forward, who has scored 18 goals in Serie A so far, only featured in the last 11 minutes of the opening leg.
The visitors, coached by Gertjan Verbeek, are unbeaten in their last 10 European games.
They travel to Italy on the back of last Sunday's 2-0 triumph at De Graafschap that saw them remain at the top of the Eredivisie standings, three points clear of closest rivals Ajax.
"I think we have a good chance of playing in the quarter finals," Verbeek said. "We have a slight advantage, but we are not there yet."