Pillars secured a 3-2 win in the first leg, a fortnight ago at Sani Abacha Stadium and would now have to protect this slim advantage if they are to move on to the next round.
Despite fears of an early exit for Pillars following their narrow win, Nzube feels the 2019 Federation Cup champions can cause an upset.
“I don't believe this is the end of the road for us, the major task we have is not to lose in Kumasi,” Nzube told Goal in an exclusive interview.
“I know we can even score two goals as they did in Kano but the most important thing is that we must not lose, whether we get a draw or we can even beat them, we have to work hard to get the result that would take us to the next round.”
Pillars are making a sixth appearance in the Champions League this season and have only failed to make it beyond the preliminary round just once, which was five years ago.
Ibrahim Musa’s side has been intensifying their preparations for Sunday’s game in Kaduna, having left their base in Kano earlier in the week.
Whoever makes it to the next stage between Pillars and Kotoko would either face Hafia FC of Guinea or Tunisian club Etoile du Sahel.