Viktor Goncharenko's side got their Champions League campaign off to a good start after beating Benfica 2-1 in Portugal.
Speaking in his weekly blog, the Spaniard claimed that United have a very difficult game ahead of them.
He wrote: "CSKA Moscow is a classic in European football. They won all their games in the two previous ties before the group stage, which they have started with an extraordinary victory in Lisbon.
"It's a long trip with two hours of time difference that will demand a quick adjustment.
"We know how excited you are about this competition and we will give everything we have to live up to your expectations."