Spurs will square up against one of their former coaches when they travel to Ukraine for their last-32 match with Juande Ramos' side, who are fourth in the country's top flight.
Spurs won all of their group games to finish top of Group J and, although a top-four place in the Premier League appears to be their main target, they are looking to continue their strong European form.
"Every game from now on, especially away from home, is going to be hard in this competition," Kane said to tottenhamhotspur.com.
"We know Dnipro is a tough place to go and we can expect a difficult match.
"But we've got to stay in the right frame of mind and get the job done.
"We want to get as far as we can in this competition, so everyone is looking forward to the game on Thursday."
Swansea, the other British side alive in the Europa League, are relishing the opportunity to take on Napoli at the Liberty.
The Italians became the first team to take 12 points in the Champions League group stages and be knocked out of the competition.
"Napoli is a very big game for us," Swans midfielder Jonathan de Guzman said to wwww.swanseacity.net. "This is a new step for us as a group and for the club.
"Napoli are doing very well in their season.
"It will be a great match to play in."
Former Liverpool and Chelsea manager Rafa Benitez is at the helm of Napoli, who are third in Serie A.
Italian league leaders Juventus, who were also eliminated from Europe's elite club competition after a 1-0 loss at Galatasaray in December, face another Turkish opponent in Trabzonspor on Thursday.
Trabzonspor travel first to the Juventus Stadium, the venue of this year's final.
Real Betis host Russian side Rubin looking to leave their Liga woes behind them.
The Spanish side are unbeaten at home in Europe but lie at the foot of the Primera Division standings having mustered three wins so far this season.
Thursday's match against Maribor in Slovenia will be a welcome distraction for a Sevilla side that have not won in the Spanish top flight since January 5.
The Andalusian outfit, coached by Unai Emery, are, however, unbeaten in the Europa League this season.
Shakhtar Donetsk missed out on a place in the knock-out round of the Champions League following their 1-0 defeat at Manchester United back in December.
The Ukrainian giants take on Plzen in the Czech Republic.
French giants Lyon are unbeaten in the competition and are heavy favourites when they take on Chornomorets Odesa in Ukraine.
Lazio take on Bulgarian side Lodogorets at Rome's Stadio Olimpico on the back of last weekend's 3-1 defeat at Catania, their first loss under coach Edy Reja.
Fiorentina will be bolstered by the return of defender Andre Savic and midfielder Massimo Ambrosini from injury for their trip to Denmark to face Esbjerg.
The Florence outfit are fourth in Serie A and unbeaten on the road in Europe.
Salzburg take a perfect record in the Europa League to Amsterdam to face Ajax.
The Austrian side won all of their group games and conceded just three goals in the process to top Group C.
Porto expect to improve their form in Europe when they take on Eintracht Frankfurt at the Estadio do Dragao.
The Portuguese giants mustered one win in the group stages of the Champions League.
The encounter between Dynamo Kiev and Valencia will has been moved to Nicosia in Cyprus because of the riots that are taking place in the Ukrainian capital.
In other games, Maccabi Tel Aviv host Swiss side Basle while Belgium side Genk travel to Russia to face Anzhi Makhachkala.
Greek side PAOK are at home against Benfica and Czech side Slovan Liberec will host Dutch outfit AZ Alkmaar.