The Nerazzurri head into the encounter at the Friuli stadium in buoyant mood.
Wednesday's 3-2 triumph over Cesena allowed Inter to close the gap on Serie A leaders AC Milan to six points.
Inter are fourth in the standings, level on 35 points with Roma, but the Nerazzurri have a game in hand.
The midweek result was Inter's fifth consecutive win since Leonardo's appointment as coach.
Eto'o, who struck his team's opener against Cesena, knows Inter will face another battle at Udinese.
"It's not going to be an easy game," said the Cameroon international.
"Udinese have great players and we must keep a close eye on (Serie A's top scorer Antonio) Di Natale.
"He is a unique player in his position and he can make life difficult for us."
Leonardo will be hoping Eto'o can maintain his goalscoring form this weekend with Argentina forward Diego Milito sidelined with a muscle injury.
Eto'o has scored an impressive 21 goals in 23 appearances for Inter this season and will lead the attack alongside Goran Pandev.
Inter have reason to be wary for Udinese have collected seven points of a possible nine in their last three games.
Francesco Guidolin's men held AC Milan to a 4-4 draw at the San Siro before taking a 4-2 triumph at Genoa last weekend.
Udinese did, however, suffered a reverse in midweek after losing on penalties at Sampdoria to crash out of the Coppa Italia.
"When it goes to penalties we all know it is a lottery," Guidolin said.
"But we cannot be depleted because my team played a great game and that gives me confidence ahead of our match against Inter."
Udinese, who are eighth in the standings, have not lost at home since September 19 and have won their last four league games at the Friuli stadium.