Toon host the Russians at home for the second-leg with the aggregate score locked at 0-0.
"As we have seen in Europe in the last few seasons, especially with Chelsea last year, if you put yourself in the mix towards the end of a tournament anything can happen, so I'm very excited. We are very determined to put our best foot forward and get through against Anzhi," said Ameobi.
"At home we have to get back to where we were last year and make St James' Park a fortress. We have done that pretty well in Europe this season and with a big crowd behind us I know we can get through."