The Magpies will look to gain a foothold in the two-legged last 16 clash on the artificial pitch at Moscow's Luzhniki Stadium before heading back to Tyneside aiming to secure a quarter-final berth.
Pardew freely admits big-spending Anzhi are the toughest nut they have had to crack in the competition yet, but with opposite number Guus Hiddink having voiced the opinion that the Barclays Premier League side will believe they can reach May's final in Amsterdam, the Englishman insists they have to go into battle believing that is a possibility.
The 51-year-old said: "Do I think we have got a chance in the competition? When you get to this stage, all the clubs have a chance.
"You need some luck, but you need a good technical game and you need to have the right mentality in the group. I think our mentality is strong.
"This tie is going to be close and I think the result here will have a huge reflection on St James' Park because that is an advantage for us, that the second leg is there, for sure."
If Newcastle are to leave Russia with a positive result, or at least one that keeps their hopes of progressing alive, they will have to do it without at least six members of what has become Pardew's strongest starting line-up.
Tim Krul and Fabricio Coloccini are injured and Mathieu Debuchy and Yoan Gouffran ineligible, while Papiss Cisse did not make the plane because of a virus and Jonas Gutierrez stayed behind with Pardew not wanting to aggravate a knee condition by playing him on the plastic pitch.
The manager said: "Papiss has been sick since Sunday, so myself and the doctor went to see him this morning (Wednesday) to see whether we felt he could travel, with me definitely thinking he could.
"But he didn't look well, to be honest, so we have had to leave him behind, unfortunately. That's one of the reasons I brought Shola [Ameobi], because I didn't have any intention of bringing Shola. It's a surface that he's been advised in the past not really to play on, so it leaves me a little bit short of striking options."
- Sports & Recreation