The German champions will meet their Russian counterparts in the UEFA Champions League in an empty Arena Khimki.
No supporters will be in attendance as CSKA were sanctioned by UEFA in February after fans displayed "a range of racist and far-right symbols" in a Champions League match with Viktoria Plzen last December.
Looking for their second win from two matches in Group E following a 1-0 success over APOEL last time out, Guardiola concedes it is an unfamiliar scenario for him.
"I've never experienced it," he said. "We'll have to be wary of the situation.
"We have a big opportunity - we can take a small, but good step forward."
Robert Lewandowski, meanwhile, warned of the threat posed by the Russian champions.
"We have respect for CSKA; they're a good side," he said. "We're only thinking about three points.
"We simply have to give it our all. This is the Champions League, only the best teams are involved."
