The Magpies will look to gain a foothold in the two-legged last 16 clash on the artificial pitch at Moscow's Luzhniki Stadium before heading back to Tyneside aiming to secure a quarter-final berth.
Pardew freely admits big-spending Anzhi are the toughest nut they have had to crack in the competition yet, but with opposite number Guus Hiddink having voiced the opinion that the Barclays Premier League side will believe they can reach May's final in Amsterdam, the Englishman insists they have to go into battle believing that is a possibility.
The 51-year-old said: "Do I think we have got a chance in the competition? When you get to this stage, all the clubs have a chance.
"You need some luck, but you need a good technical game and you need to have the right mentality in the group. I think our mentality is strong.
"This tie is going to be close and I think the result here will have a huge reflection on St James' Park because that is an advantage for us, that the second leg is there, for sure."
If Newcastle are to leave Russia with a positive result, or at least one that keeps their hopes of progressing alive, they will have to do it without at least six members of what has become Pardew's strongest starting line-up.
Tim Krul and Fabricio Coloccini are injured and Mathieu Debuchy and Yoan Gouffran ineligible, while Papiss Cisse did not make the plane because of a virus and Jonas Gutierrez stayed behind with Pardew not wanting to aggravate a knee condition by playing him on the plastic pitch.
The manager said: "Papiss has been sick since Sunday, so myself and the doctor went to see him this morning to see whether we felt he could travel, with me definitely thinking he could.
"But he didn't look well, to be honest, so we have had to leave him behind, unfortunately.
"That's one of the reasons I brought Shola [Ameobi], because I didn't have any intention of bringing Shola.
"It's a surface that he's been advised in the past not really to play on, so it leaves me a little bit short of striking options."
Teenager Adam Campbell was among the 19 men who left Tyneside this morning, as was French winger Hatem Ben Arfa, who has not played since tearing a hamstring at Fulham on December 10.
Asked if the winger is finally ready to play a part, Pardew said: "He's travelled. At some point tomorrow [Thursday], you will see him, hopefully."
The Newcastle party arrived in a wintry Moscow with their manager in particular in positive mood after three days training on the similar 4G pitch at Druid Park, home of Gosforth Rugby Football Club.
He said with a smile: "I'm looking forward to playing somewhere warmer than Newcastle, so that's one good thing.
"We have practised with the squad for three days on the surface and we will have a little experience of it tonight, so we have prepared ourselves.
"And we have got good technical players - you have to be very, very highly technical on an astroturf pitch, and we have technical players, and I will side with those tomorrow [Thursday] in this team."
Pardew was sporting a beard as he conducted his pre-match press conference, a tribute, he said, to a country famed for its facial hair.
That amused the locals, as did his comment about his head-to-head battle with renowned coach Hiddink.
He said: "I think if we win this tie, [owner] Mike Ashley should put me on his salary."
Should Ameobi figure, he would equal Alan Shearer's record of 49 European appearances for the club as an outfield player, 13 behind goalkeeper Shay Given.