Gennaro Gattuso insisted AC Milan will not be taking Dudelange lightly as they prepare to kick off their Europa League campaign against the Luxembourgish minnows.

Dudelange will become the first team from Luxembourg to feature in the Europa League group stage when they host Italian giants Milan on Thursday.

The club's stadium holds less than 10,000 fans as Dudelange – led by German boss Dino Toppmoller – continue their European odyssey.

Gattuso, however, is not underestimating Dudelange, who upstaged CFR Cluj and Legia Warsaw en route to the group stage.

"They deserved to make it to the group stages having beaten CFR Cluj and Legia Warsaw," Gattuso said as he previewed the match.

"On paper, we are surely the stronger side, but the match starts from 0-0. They play in a 4-4-2 and have players who can trouble us, [Daniel] Sinani to name one. They are a solid group and their coach is well-prepared.

"The impossible can become possible, we know what we are facing. We respect them a lot and may the best team win. We are used to playing in bigger stadiums but it doesn't mean that playing in smaller ones is not fascinating.

"AC Milan are a glorious club and we know we have everything to lose by playing against Dudelange. We must be prepared and respect our opponents. It's a matter of mentality and desire to win."

Milan – coming off a disappointing draw against Cagliari in Serie A – will make a number of changes for the Europa League trip.

Pepe Reina will come in for number one goalkeeper Gianluigi Donnarumma, while Patrick Cutrone has remained in Milan due to injury.

"Pepe will play, he is giving the team so much and not just in football terms," Gattuso said. "He is giving the team leadership and charisma. We are learning that we can't gift 20-30 minutes to any opponent in a match, we've got to be focused throughout."

With Cutrone absent, Gonzalo Higuain is set to lead the line after opening his account for Milan last week and Gattuso added: "Gonzalo is a great champion and trains every day with enthusiasm. All strikers live for goals, he broke his duck and will have another 90 minutes tomorrow to score more."