Pizzi's men open the tournament when they face off against Russia in front of a sold-out Luzhniki Stadium and millions of television viewers worldwide.
While Stanislav Cherchesov's side has to cope with the demands of its legion of followers, not to mention a hugely critical local media, the hopes of Saudi Arabia are much more modest.
Nevertheless, Pizzi insists the match carries the same expectancies for both teams.
"I think all the teams come with pressure," he said. "Sometimes we create our own pressure and that helps us do a good job.
"Obviously, the fact we are playing against the hosts, that is another factor. But when we play the match I don't think that creates any extra pressure for either of the teams."
Pizzi, who led Chile to the 2016 Copa America title but quit when it failed to qualify for the World Cup, took on the Saudi job in November and is thrilled to see his new players on such a big stage so early in his tenure.
"I'm extremely excited to play the opening match, there are very few opportunities to live this type of event and we are the chosen ones," he said. "In terms of our squad, we are extremely excited and we will play with great enthusiasm.
"We want to do our best so that we can make the Saudi Arabian citizens happy. I am sure that will be the case."
Saudi captain Osama Hawsawi was equally ebullient and believes his side should dream of finishing in the top two in Group A, which also contains Egypt and Uruguay, and qualify for the next stage.
"Going to the next stage is not impossible," The Al-Hilal defender said. "The opening game will set the tone, but we are very ambitious like any other squad. Anything is possible in football, we are doing our best and I think our efforts will be rewarded.
"We are all very excited. Any player who takes part in the World Cup will be excited, it's a dream to be here. We are very lucky, the 23 players who were chosen to take part.
"We get a lot of support from our leaders in Saudi Arabia and officials in the sports sector and we ask the Almighty to guide us to success.
"We know coach Pizzi has only been with us for a short period but we do our best to follow all his instructions to be ready. We are ready and we will make our public proud."