Milan are guaranteed to finish second in Group C, whilst Luciano Spalletti's men cannot qualify whatever the circumstances.
"Tomorrow we will honour the Milan shirt and this competition," said Yepes. "Even if we have already qualified for the next round.
"Zenit are led by a great Coach and began this journey perfectly capable of going through. That hasn't happened, but with a good result they could make the Europa league, so we will have to work hard to beat them.
"There is a different spirit in our team than there was a few weeks ago, and that is an important factor."