Miguel Cardoso's side are trailing 1-0 from the first leg where Junior Dion scored the only goal of the game at the Lucas Moripe Stadium on Saturday.
The Brazilians played with a weakened team as Cardoso opted to rotate his squad while dealing with a number of injury absentees.
They since responded with a 5-2 Betway Premiership thrashing of AmaZulu in midweek but come up against an unbeaten Arrows side, yet to concede goal in six games.
Pitso Dladla's charges last overcame Stellenbosch 1-0 in their last league and will be looking to improve on their last appearance in the MTN8 in 2021 where they lost to a Rulani Mokwena-coached Sundowns.
"Let's see if we're strong enough to go to Arrows and get the result we need. It will happen, but let's see if we're capable enough because it is a good test at the moment," Cardoso said in the Citizen.
"How many goals have they suffered until now? It's almost zero, they are doing well and they will test us. Let's see how far we are at the moment but there's a lot to do up front whatever happens at the weekend."
Dladla, meanwhile, told SuperSport that their success this season so far is down to teamwork.
“We are one team, you know, as coaches we work together. Coach Jocob Mokhasi is doing a great job with the goalkeepers,” he said.
"What is important is that we install this mentality that when we are out of possession, every player becomes a defender. But we still became the same team.
"We could not tell there's a difference. So I think it's how we work in training and then believe in each other. It helps us defensively.
“It's the work that we put in training, you know, the type of players that we have and are very, very committed to the project, but we are also aware that the games will be coming thick and fast. We need to use each and every game.”