After a run of three games without a win, The Magpies have set their sight on causing an upset at King Power Stadium to improve on their current 17th position on the league table.
"They [Leicester] are a very good team. They love to play from the back like the way Brighton did [in our last game], so it's going to be a very difficult game also because we are playing away," Atsu told his club's official website.
"We just need to stay compact and try to play our game. We just don't have to give them space on the ball.
"We have confidence absolutely because we have been working together for so long now. We know each other, and we are also good playing in away games, I think.
"This is something that will give us more confidence. We know Leicester are a very good team, but we are going there to try everything to win.
“We have to be compact, stay together and not leave ourselves wide open. If we are compact, I believe we’re going to be very dangerous.”
It will not be the first meeting between Newcastle and Leicester this season as the two clubs faced off in the League Cup, a match won by The Foxes on penalties.
“For us, it was a positive result from the Carabao [League] Cup,” Atsu said.
“It’s difficult because we lost on penalties, but I think we played a very good game against them.
“In the Premiership it’s going to be different, but we are going to work hard and try to win the game.”
The 27-year-old will be hoping to make his fifth league appearance of the season in Sunday's fixture.