The Green and White Army lost their previous outing against Portugal, despite having taken a 2-1 lead, but take on the bottom team in Group F on Tuesday evening
An emphatic second-half hat-trick from Cristiano Ronaldo condemned Northern Ireland to a 4-2 defeat to Portugal in their last FIFA World Cup qualifier at Windsor Park on Friday, leaving them in fourth place in Group F of the European qualifying section with six points from seven games.
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However, they were beaten 4-1 by second-placed Russia on Friday and go into the game at the Stade Josy Barthel having not won a competitive fixture since their 2-1 success over Albania in September 2011.
Northern Ireland boss O'Neill will have to do without both Kyle Lafferty and Chris Brunt in Letzebuerg after the duo were sent off in the Portugal game.
But despite the fact his side ended up being well beaten by their Ronaldo-inspired visitors, O'Neill refused to be downbeat after the match.
"You take the performance of the team, particularly for 60-65 minutes, I thought the energy and the shape of the team was very good," he told Sky Sports.
"We were playing here against one of the top sides in Europe and people have to recognise that."