The Saudi Arabian outfit travel to Qatari capital Doha boasting a 1-0 lead courtesy of a thunderous Salman Al Faraj strike at the King Fahd International Stadium last week.
Al Hilal currently top the Pro League after two games, with victory in Riyadh bolstering their hopes of making the semi-finals of a competition they have won twice.
However, Reghecampf expects a tough test from their opponents after being made to work hard for their narrow advantage in the first leg.
"We knew that the match would be very hard and there was a lot of pressure on the players following the 5-0 win over Al Sadd during the group stage," Reghecampf is quoted as telling the competition's website.
"The result is good and I'm sure that we will have better performance in the second leg [but] despite the good result, it is still not decisive as there is still a second match in Doha.
"We must remain focused if we want to continue in the competition. We should improve our performance in the second leg and I hope that we can get a positive away result."
While Al Hilal are full of confidence after their flying start in the league and continued involvement in the Champions League, Al Sadd could do with a victory to kick-start their season.
Coach Hussein Amotta remains hopeful of keeping Al Sadd in with a chance of clinching a third Champions League title and insists his side are capable of a comeback.
"I expected a tough match and we gave a good performance which makes me satisfied before the second leg," he explained after the defeat in Riyadh.
"Al Hilal scored from a defensive mistake and we didn't know how to stop the same attack from our opponents, which eventually resulted in the goal.
"But at the end of the day, I'm happy with the result and I hope that we can win in the second leg to go through."
The victor will meet Al Ain or Al Ittihad in the semi-finals, with the Egyptian side holding a 2-0 lead from the first leg.
