The Dutch champions return to Amsterdam trailing 1-0 from last week's first encounter in Kiev, Roman Zozulya's 30th-minute strike proving decisive.
Ajax responded in superb fashion, though, with a 4-1 victory at Heerenveen in the Eredivisie - a result that left them eight points clear of third-placed Feyenoord.
"We could have made things so much easier if we had scored there," Veltman said.
"But we have not done that. It is very difficult now, but we still have a chance. The match against Heerenveen gave us confidence.
"Dnipro can come to us and play without attacking intentions. It is up to us to keep a clean sheet and score at least twice."
"I wanted to come back as soon as possible," he added. "But it took longer than expected. The important thing is that now I can play again and it went well.
"I look forward to the next games. Hopefully on Thursday I am with the selection."
"We have deliberately taken this step," he said. "Unfortunately, in the Europa League, we have only four defenders and one of them misses the match. So I took the opportunity to play other players.
"I could have used them [suspended players], but I had to see who can play in Amsterdam, who will be able to replace them."
