The Tehran-based club will reach the knockout stages if they avoid a defeat that would see Al Nassr leapfrog above them.
Al Nassr won the reverse meeting earlier in the competition and Mazloomi knows he can ill afford to take them lightly.
“We need all points and we do our best for it,” he said.
“I know the other team very well. In Saudi Arabia we won the first-half but then we were pressured in the second-half and lost the game.
“Although having said that they didn’t really deserve to win.”
Mazloomi is set to target the away side’s defenders, who he claimed are “sluggish”.
“Their strength is the attacking line where they have very speedy forwards," he added.
“But they also have weaknesses at the back where defenders are very sluggish.
“I am certain they are not here to draw against us - they want a win. I believe first they will try to nick the opening goal and then try to keep the lead.
“We are not afraid of any teams especially the Arab teams and I’ve never said we don’t like playing against Arab teams.
“With all the respect I have for the Saudi team we’ll play our best game to beat them here in Tehran.
Al Nassr kept alive their hopes of progressing with victory over Group B’s bottom club Pakhtakor
and with momentum behind them manager Dragan Skocic has labelled the trip to Tehran a “final”.
“Tomorrow’s match is a final for us, since it’s decisive for qualifying from the group,” the Croatian said.
“After last week’s win against Pakhtakor my boys are all well poised and are in high spirits for the game.
“We are here to take all three points from Esteghlal. If Esteghlal inflict defeat on us we can do nothing about it. It’s football and any result is imaginable.”
The Saudis will be without Australian defender Jon McKain who is banned while Skocic revealed another unnamed player was struggling with injury.
“My Australian defender is suspended so he hasn’t flown to Tehran with us and also there’s one player in the team whose position is still in doubt due to his fitness,” he added.
“However, without these two players we must overcome our Iranian opponents at the Azadi stadium.
“I always send my best selection of the players to the field and tomorrow I’ll do the same.”