Just like Serie A rivals AC Milan last week, Napoli arrive in London for Wednesday's game favourites to reach the quarter-finals after an impressive first-leg win, but Milan's close shave against Arsenal has served as a warning to Mazzarri's men.
"It's important we don't try to do something different to what we normally do, that would be a big risk," Mazzarri told reporters at Stamford Bridge.
"We can't underestimate the importance of this game. There will be two phases, when we have the ball and when we don't have the ball. When we don't have it we need to be like lions."
While Milan produced an aimless first-half performance at Emirates Stadium last week when they conceded three times before the break in a 3-0 defeat before coming to their senses to hang on for a 4-3 aggregate victory, Mazzarri said Napoli would attack.
"We are not thinking about the fact we won 3-1 in the first leg," said the Italian, who was banned from the dugout in the first leg but will be pitchside for this match after the Court of Arbitration for Sport suspended the second game of his ban.
"We will play as we always play, against any opponent. We will look for a result tomorrow, as we did in Valencia [against Villarreal], Manchester City and even Bayern Munich. We must be concentrated and not too nervous."
TOUGH MATCH
In Uruguayan Edinson Cavani, Napoli possess one of the competition's most effective strikers, having scored five times in seven matches this season, including the second goal against Chelsea to put his side 2-1 ahead.
Many of the Napoli fans milling around Stamford Bridge, taking photos on Tuesday wore No.7 replica shirts with Cavani's name printed on the back.
The 25-year-old's 24 goals this season mean he is already being feted like Napoli's most famous South American, Diego Maradona, while some of Europe's biggest clubs are hunting his signature in the close-season.
However, he is looking no further than Wednesday and helping Napoli into the quarter-finals.
"It's just fantastic to be playing a game like this," he said. "When the ref blows the first whistle, I'll forget about everything else and just concentrate on the game ahead.
"We know what to expect and what they can do. It'll be a tough match and a very difficult match for us.
"We saw in the Arsenal against Milan match that a team full of champions can change a tie in a few minutes."
