The first leg of the third-round qualifying match will be played at the Stade de Gerland in Lyon on Wednesday.
With Grasshoppers having finished second in the 2012/13 Swiss Super League, Garde Lyon was unlucky to draw such strong opposition in the qualifying rounds.
"This is a very complicated tie for us and I have already said that it was not a favourable draw," Garde said on Monday.
"I actually watched Zurich play in their previous match and this is a team that is not there by chance, they deserve to be at this level.
"Grasshoppers beat Basel last year in the final of the Swiss Cup and they competed with Basel in the league and they were the only team to compete at that level.
"We can overcome this difficult opponent but we have to work hard to do that."
Victory for Lyon over the two legs could see them face the likes of Arsenal or Milan for a place in the group stages.
But Grasshoppers coach Michael Skibbe will be out to spoil the party insisting his team does not fear Lyon.
"Being scared or afraid of our opponents will not help us," Skibbe said.
"However we do have respect for the way Lyon plays their football, especially against Real Madrid (in a friendly on July 24), where they played really well for 70 minutes."
With the Swiss domestic league already underway, Skibbe remains unsure whether the match fitness his side has accumulated in their three games will be a blessing or a hindrance.
"I do believe it is an advantage for us to have started our domestic championship already, whilst Lyon haven't," he said.
"On the other hand we have to admit, that the games we have played have been tough and our opponents might be more relaxed and stronger as a result."
It is the first time the Grasshoppers have featured in the UEFA Champions League since a third-round qualification loss in 2003.
