The Danish side are top of the fledgling Group E after seeing off Molde 2-1 in their opener while Steaua were able to come away from Germany with a creditable 2-2 draw at Stuttgart.
However, Georg Niedermeier's late header for Stuttgart ended the Romanian side's hopes of a first win over German opposition in 55 years.
Reghecampf wants to put that result behind them at the Stadionul Steaua.
"We want to win all three points to give us a better chance of qualification," he told Romanian media company Mediafax.
"It's very important to win tomorrow [Thursday], because it will give us confidence heading into our last four games, but for me most important is that the team plays football and that all players are healthy."
Both sides top their respective league divisions and will therefore head into the clash with much confidence.
"They have a very good team, with experienced internationals. I watched their first Europa League match played at home and they have a strong team," Reghecampf added.
"We know exactly what awaits us tomorrow [Thursday] night. The match is very important for both teams, if they win they will take a major step towards qualification.
"The Danes have some valuable players. I have told my players that they have to be careful not to take them lightly."
Steaua midfielder Cristian Tanase, who is in contention to start after missing the clash with Stuttgart through suspension, insists his side are capable of making significant in-roads in the competition.
"We can go far," he said. "But we have to take it step by step, it's not easy because the other teams are very strong."