"We are able to cross into the quarter-finals of the AFC Champions League," the Brazilian said speaking ahead of the encounter.
"Anyone who watched the first leg is certain that we were the best team and came close to returning with a positive outcome, however, football sometimes doesn't work like that."
Kaveh Rezaei’s stoppage-time penalty gave Esteghlal a narrow 1-0 win over Al Ain in the first leg to mean the Iranian team travel to the United Arab Emirates with a slender one-goal advantage to defend.
"We are keen to redouble are efforts and work from this position to make sure we get a strong result and qualify for the next stage," Caio stated.
"We are well aware that we are required to show fighting spirit and deal cautiously in every moment of the match in order to achieve our most important result of the season"
While Caio gave assurances that the team is preparing for the game intensely, he also called for strong support from their fans to spur them on to victory.
"Preparations proceed as required under the leadership of coach Zoran and the morale of the team is high and we certainly expect extraordinary support from the Al Ain fans.
"It's time to show our capabilities in front of our opponents because the fans' support is influential in motivating the team and has an impact on the opposition.
"I call on the masses of the eye to the continuous support of the team before the start of the match during the warm-up process and without any interruption because that message represents a greater incentive for the team."
The 2016 runners-up Al Ain showed their strong knockout stage pedigree last year and will be confident of working their way back into the tie, particularly with star striker Nasser Al Shamrani being brought back into the fold after missing the match in Tehran.