The Milan giants were forced to play in the qualifying round after they were demoted to third place in last season's Italian Serie A table for their involvement in the Calciopoli scandal.
"We're ready for Wednesday's match, we've been training and I hope we'll be in an almost perfect shape for this important clash," Cafu told Milan channel on Monday.
Several Milan players cut their summer holidays short to prepare for the tie after both the Italian court and UEFA allowed them to take part in the competition.
"We are angry as we have been forced to play the preliminary round because of the Calciopoli scandal," the Brazil captain said.
"However, once we start the game I am sure we will leave that to one side and focus on the match."
With the game to be held almost a month before the Italian League starts, Cafu urged the Milan faithful to be there for their team in their crucial encounter.
"I know everyone is leaving for the seaside and the city is empty, but this is a very important game and I hope the stadium will be packed," he said.