Cillian Sheridan, signed by Killie boss Kenny Shiels in the summer after the Irishman left St Johnstone, struck a hat-trick at Tynecastle in September as the visitors triumphed.
Now McGlynn hopes his side, which beat Dundee United 2-1 on Sunday courtesy of a Ryan Stevenson double, can defeat Killie on their own patch on Wednesday.
"Kilmarnock, we're maybe due them one," McGlynn said. "They beat us here 3-1 and it was a sore day for us that day.
"They've gone along very nicely. Kenny's done very well in the signings he's made and bringing in players.
"We would anticipate a difficult game, but if we defend very well I think we'll be able to cause Kilmarnock problems as well."
Hearts moved into the top six with victory over United and could consolidate their position with a win in Ayrshire.
Midfielder Darren Barr could be the man tasked with stopping Sheridan.
McGlynn added: "He (Sheridan) is a top striker, it was a good bit of business for Kenny to get him.
"Darren Barr did an excellent job on Rudi Skacel. If he can do a similar job on Sheridan... but (Paul) Heffernan's a decent striker as well. They've got two good strikers there. I think Kenny's got a really, really good squad."
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