Nacional travel to Estadio Pedro Bidegain in Buenos Aires with a 1-1 draw from the first leg in Paraguay last week.
It took a 93rd-minute strike from Julio Santa Cruz to ensure Nacional would play the return leg with the scores level.
But despite that draw, Gustavo Morinigo's men face a daunting task as they attempt to triumph in the continental competition for the first time in their history.
No team has managed to defeat San Lorenzo on home soil in the competition this season, with Edgardo Bauza's side winning five and drawing one of their six home matches.
Their previous Copa fixture at the Estadio Pedro Bidegain saw them hammer Bolivar 5-0 on their way to a 5-1 aggregate victory in the semi-finals last month.
Forward Mauro Matos has been vital to San Lorenzo's success in the competition. He scored in the Bolivar demolition and also bagged San Lorenzo's opener in the first leg last Wednesday.
In the aftermath of the opening leg, Matos urged the side to stay focused telling Channel 7: "Being at home will be an advantage, but we have to stay calm, recover and focus on the next game."
Nacional's chances appear even slimmer considering they have yet to win on their travels in the 2014 Copa.
But midfield duo Derlis Orue and Silvio Torales have both scored three goals in the competition and they could be key to success.
Furthermore, San Lorenzo are too looking for a first Copa triumph and they will have to cope with the pressure of a demanding home crowd.
