The 50-year-old feels complacency could prove detrimental to his team and has urged the San Paolo faithful to create an intimidating atmosphere on Tuesday
The two sides square off in the first leg on Tuesday evening, with many tipping the Serie A outfit for a win against Andre Villas-Boas' floundering side.
However, Mazzarri has urged caution, saying that complacency is an issue that will affect his players, should they believe the hype.
"It is funny that we are considered favourites, but we are proud of that. However, there will be trouble if we really believe that we are. We are not favourites," he said during a press conference on Monday.
"My players have impressed me with the way they have grown over the last two seasons."
The 50-year-old went on to urge his men to give their best possible performance, saying: "We know of the difficulties that we will come up against.
"If I look at their squad then we have to be alert to all of their players. It's important that we don't concede."
Mazzarri will watch the game from the stands, having been dismissed in Napoli's final group game against Villarreal, but has promised that Nicolo Frustalupi will be a competent replacement.
"Frustalupi will be on the bench. He's a really good coach and I guarantee that he's tactically better than me."
Finally, Mazzarri called upon the club's fans to create an atmosphere similar to the one that helped his side overcome Manchester City in the group stage.
"There will be the same inferno that was witnessed against Manchester City. Our fans are the best when they stay close to the team. This will be an advantage for us."