The Bianconeri have gone from the top to the bottom of Group A over the course of four matchdays - back-to-back defeats to Young Boys being the root of their problems - and head to the Dynamo Stadium trailing their hosts by three points and three places.
If they lose Thursday then their campaign is all but over and manager Guidolin is keen to ensure they are up to scratch in order to ensure their final game with Liverpool is not a dead rubber.
"I would like us to do well against Anzhi," he told his club`s official website.
"We need to get a result so that we play in the next round against Liverpool. That is what we need."
Udinese`s squad is already thin and they are not helped by the absence of Maicosuel, their Brazilian striker.
Anzhi head into the fixture on the back of some unconvincing domestic form which has yielded draws against Lokomotiv Moscow and Rostov.
Critics have accused Guus Hiddink`s side of lethargic displays, but the experienced manager is hoping they can show that is not the case when qualification to the next stage is a possibility.
"We have played well against disciplined opponents but we have lacked power and creative ideas," he said.
"I don`t know why people say that we are lethargic yet we are playing energentically in the last minute.
"This is a big game for us."