Top of the Russian Premier League, the Dagestan outfit face Swiss side Young Boys in their second Europa League Group A match tomorrow having already come through three qualifying rounds.
And Hiddink said: "We are participating on three fronts now, taking into account the Russian Cup."
With a difficult league game against Dinamo Moscow in prospect at the weekend, he added: "Of course we must think about rotating players but I'm not yet ready to speak about the squad in detail.
"On Sunday we face (Dinamo Moscow) a team in good spirits, who (on Sunday) beat the league leaders CSKA.
"That game will not be easy but we also have to try to make Anzhi look worthy competitors in Europe. The team has to keep up its physical state to be successful in different competitions."
While Anzhi were drawing their opening game 1-1 against Udinese two weeks ago, their opponents tomorrow were beaten 5-3 by Liverpool in a thrilling encounter.
The goals continued to flow as Martin Rueda's side warmed up for this week's game with a 6-2 Super League win over struggling Servette on Sunday.
Defender Christoph Spycher (knee) and midfielder Alexander Farnerud (groin) will both miss the game, although the club are hopeful they can return against FC Zurich this weekend.
Pascal Doubai (hamstring), Marco Burki (metatarsal) and Josh Simpson (broken leg) also remain out of contention.
Young Boys lost 3-1 on their only previous trip to Russia, against Zenit St Petersburg in the last 32 of this competition in the 2010-11 season.