The Reds narrowly won their first match in the group against top seed Paris Saint Germain two weeks ago and Shaqiri believes their trip to Italy will be just as testing.
The Swiss winger played at Stadio San Paolo when he represented Inter Milan during a brief period in 2015, and knows how daunting the atmosphere can be at the gladiator-style arena.
“It’s always special to play in Naples,” he told the Evening Standard. “With Inter that time it was a big derby - they hate each other.
“Before the game, on the bus, it was hard and they have crazy fans. They are a good team, they’ve played together (for) many years."
Shaqiri is trying to guard against complacency, adding: “We played them in pre-season and won 5-0, but this game will be totally different to go there and take three points.
“They are used to playing together many years now, it’s similar to Tottenham.
“It will be a hard game. It’s always difficult to win a game away in Naples.”
While the former Stoke man is wary of the threat posed by Carlo Ancelotti’s side, he also knows that the Reds have the ability to make it two wins from two on Wednesday.
After winning the first seven games of the season, Liverpool have had slip-ups in each of the last two matches - a defeat and draw against Chelsea - but Shaqiri insists confidence has not dropped around Anfield.
“We have to go there with confidence and it has to be our mentality to go there to win the game, because if one player is not 100 per cent sure you cannot win there.
“We have to go there and be confident, and try and play to dominate the game, and then I’m sure we can win this game.”
They were runners-up in Serie A last season and finished just four points behind champions Juventus, who they lost to 3-1 at the weekend.