Manuel Pellegrini's side are second in the league behind Barcelona and on the brink of qualification for the Champions League knockout stage but were humbled away to the south coast club two weeks ago.
Striker Joseba Llorente, who scored in Villarreal's 2-1 league win over Almeria on Sunday, is not giving up hope.
"It's a very difficult situation but nothing is written in stone in football," he said on the club's website. "We have a good squad and we can lift ourselves to a higher level."
Real Madrid and Sevilla are also seeking to overturn first-leg defeats to Segunda B (third tier) opponents.
Real lost 3-2 away to Real Union and have a lengthy injury list for the second leg at home on Tuesday, while Sevilla are looking to come back from a 1-0, first-leg defeat at Ponferradina in Thursday's return match.
Real came from behind three times to beat a battling Malaga 4-3 at the Bernabeu on Saturday with Argentine striker Gonzalo Higuain scoring all four.
However, Dutch pair Ruud van Nistelrooy and Arjen Robben face lengthy layoffs, defender Pepe and midfielder Mahamadou Diarra are carrying knocks and Ruben de la Red is still recovering after briefly passing out in the Real Union match.
Sevilla struggled to a 1-0 victory at home to Recreativo Huelva on Sunday, breaking a run of four straight defeats, and coach Manolo Jimenez said the team badly needed the win to lift their spirits.
"Now we are seeing things differently and you will notice that on Thursday," he told the club's website.
Primera Liga leaders Barcelona beat third-tier side Benidorm 1-0 two weeks ago and play the return leg at the Nou Camp on Wednesday after thumping Real Valladolid 6-0 on Saturday.
