The troubled outfit are recuperating after the loss of key talent and have an eye on a last-eight spot, with the Eredivisie side standing in their way
The days of Samuel Eto'o, Willian and Roberto Carlos playing for the club are long gone, with a dreadful start to their domestic season - which saw them draw eight and lose 11 of their first 19 league games - leaving them stranded in the relegation zone.
But despite their plight at home, Anzhi have prospered in the Europa League, qualifying from a group that included Tottenham, Tromso and Sheriff.
The Russians were one of just two sides to make it through the group stages with a negative goal difference after scoring just four goals in Group K, and a 2-0 win at Genkin the second leg of their last-32 clash saw them through to this stage.
Anzhi, for whom Alexander Troshechkin remains sidelined, are still rooted to the foot of the league table but are in good spirits ahead of the match in Alkmaar on Thursday.
AZ are enjoying far more success than their opponents domestically, sitting seventh in the Eredivisie after successive 4-0 wins over RKC Waalwijk and Heracles.
Aron Johannsson scored twice on Saturday and has netted 16 goals in 26 Eredivisie appearances this season.
AZ won three and drew three in Group L to finish in first place with 12 points and then edged Slovan Liberec in the last 32, winning 2-1 on aggregate.
Johann Gudmundsson has scored five goals in 10 Europa League appearances this season for AZ, but Celso Ortiz, Dirk Marcellis and Jan Wuytens could all miss out due to injury.