Everton head into Thursday's second leg at Olimpiyskiy National Sports Complex - where Dynamo have only lost two of their past 26 Europa League/UEFA Cup fixtures - holding a 2-1 lead.
Steven Naismith and Romelu Lukaku were on target last week as Everton overturned a 14th-minute deficit in dominant fashion at Goodison Park.
But England international full-back Baines is taking nothing for granted, pointing to Everton's most recent trip to Ukraine in 2007, when the Merseyside club came from behind twice to edge Metalist Kharkiv 3-2 in the second leg and 4-3 on aggregate in their UEFA Cup tie.
"They had a really good 20 minutes but then seemed to take their foot off but, maybe, we should be give ourselves credit for that", Baines told the Liverpool Echo.
"Maybe in their league they are used to going a goal up and they've won the game.
"When they realised what was coming back at them, they seemed to wave the white flag and maybe they are not used to that.
"Perhaps they are only used to being in three of four hard games a season. But I expect it to be a tougher game over there, it always is.
"When we played Kharkiv at home, it was a one-sided, easy game.
"I was on the bench when we went over there but I had to check the team-sheet because they looked like a completely different team.
"The pitch was terrible but they were playing one-touch.
"We still talk about that game now and how it was like night and day.
"That whole campaign, when you go back and look at it, we played teams at home and blitzed them and then when we played them away from home they always seemed to be far stronger."
