The Iranian side were denied an opening Group B victory when Ivory Coast international Abdul Kader Keita netted an 88th minute equaliser for the Qataris in Tehran.
With Al Nassr having also drawn 2-2 away to Pakhtakor, all four teams are level on points heading into the second round of matches.
Mazloomi expects the group to be closely fought and has called on his side to claim maximum points on their travels as they attempt to open an early advantage.
“We have come here to Saudi Arabia to win the game and our goal is to take all three points,” he said.
“This game is equally sensitive for both teams because we have both drawn our first games, Esteghlal in Tehran and Al Nassr away from home.
“We have dropped two important points in our first game and tomorrow will be our chance to make up for that.”
Mazloomi revealed he had been closely studying his Saudi Arabian opponents, who sit fourth in their domestic league.
“I have watched their match DVD and I have sufficient information about the team - where they are strong and where they’re weak,” he added.
“All four teams of the group can count on their own strengths and therefore consider themselves as the favourites of the group.
“So, it is impossible to make predictions on which two teams will make it to the next round among the last 16.
“For instance, since Al Sadd qualified through the play-offs, nobody would have thought they are a strong team.
“However, they played really well against us on match day one and stopped us in Tehran.”
Mazloomi’s defenders came in for criticism following that game but the veteran coach leapt to their defence, adding: “Each coach tries to amend the problems of his squad at different times.
“In the first game, we were doing our best to win, so we couldn’t play closed and defensively and because of this, Al Sadd found some scoring chances during the game.”
The Iranians will be without five of their regular first-teamers including Farhad Majidi who netted against Al Sadd.
“There are some other players in my team who have similar abilities to Farhad Majidi,” Mazloomi added.
“I’ll be without five of my regular players due to injuries, but still I reiterate we are here to win.”
Al Nassr boss Dragan Skocic, meanwhile, is confident his side can build on their result at Pakhtakor when they return to the King Fahd International Stadium.
“This is our second game in the Champions League this year. I have high respect for Esteghlal, they are a good team but I know they have drawn their first game,” he said.
“I have watched DVDs of their recent matches and have analysed them well, so I’m well informed about them.
“Most of their players are experienced and dangerous. They have come here to Saudi Arabia to get a good result.”
The Saudis come into the match on the back of a three-game winless run in all competitions and suffered a 2-0 home reverse to fellow 2011 AFC Champions League participants Al Hilal at the weekend.
“We deserved to lose that game against Al Hilal,” Skocic added.
“This time we are going to get the most out of playing at home. I am certain the spectators will see a good game tomorrow.”