Manager Alan Pardew set his team out with a very cautious, defensive-minded approach of the trip to Russia last week, earning a promising 0-0 draw.
But Cabaye, who has stood in as captain during Fabrico Coloccini's injury layoff, says that Newcastle will be going for goals, knowing that anything less than a win would see the team eliminated.
|13/2||Newcastle are 13/2 with Paddy Power to beat Anzhi with Yohan Cabaye scoring anytime
"We wanted to stay nice and solid in Moscow. We had to defend well as a unit. We also wanted to score a goal, but unfortunately Hatem [Ben Arfa] missed the big chance.
"For the second leg, we know we must score goals. I think we will score goals - we have players who can score in this game. We will be positive. We have confidence."
Newcastle come into the game off the back of a morale-boosting, last-gasp victory over Stoke City and Cabaye is hoping that a raucous crowd can give the team the extra edge in one of the biggest games in recent history at St James' Park.
"We will have the backing of our fans, and that is important to us," the Frenchman continued. "We know there will be a big crowd at St James' Park. We want to do well for them, and reach the quarter-finals. We want to stay in this competition."