Tottenham fell to a 1-0 defeat against the Ukrainian side in last week's first leg, with Soldado guilty of missing a golden chance to give his side an away goal and the advantage in the tie.
Soldado has not found the back of the net since December, but is nevertheless confident ahead of Thursday's return meeting at White Hart Lane.
"They (Dnipro) were definitely the better team when we played them last week, but it’s a final for us now," the Spaniard told Tottenham's official website.
"We have to win, and I think at White Hart Lane we can definitely put them to the sword.
"We're an attacking side but we're not going to go out there from the first minute and score freely.
"We've got to wait, get the first goal and then build on that. But we'll definitely get at them."
Tottenham can take heart from the fact they have not lost a home European match since November 2011, winning eight out of 10 since then.
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