Esteghlal is winless in its last five matches against Saudi Arabian clubs while Al Nassr is undefeated in 11 games against teams from the Central Asian nation.
Esteghlal will head into the tie not in its best form, having lost to 2-1 to Persepolis in an Iran Pro League tie on Thursday, with the defeat leaving it on 26 points and well off the pace in the title race.
Qualification to the AFC Champions League Elite Round of 16 was also only sealed on the final League Stage matchday, thanks to a 2-0 defeat of Qatar's Al Rayyan SC.
The victory against Al Rayyan ended a six-match winless streak on the continent and Esteghlal will hope to maintain its momentum, especially with its fans backing them.
Al Nassr will also head into the tie on the back of a defeat, a 2-1 loss to Al Orobah on Friday leaving the Saudi Pro League title hopes in tatters.
Al Nassr, however, will be confident of its chances against Esteghlal, having already defeated the Iranian side 1-0 when the teams met in the League Stage.
Cristiano Ronaldo is also expected to be fully charged up as the Portuguese star, already on six goals this season, has yet to score against an Iranian side - having netted at least one goal against teams from every country he has faced on the continent.