Sergio Gonzalez's Espanyol have suffered three straight losses in all competitions, the latest defeat a 2-1 loss at home to Valencia.
They remain mid-table in La Liga, but the run of losses is worrying ahead of a trip to San Mames.
Speaking after the loss to Valencia, Gonzalez admitted a lack of confidence may be affecting his team - but he believes they deserved more from that clash.
"We are professionals, we have to move on. It won't affect us. The football we played isn't why we didn't win," he was quoted as saying by Marca.
"There's an argument the team doesn’t have confidence. We lost with our heads high and we’re going to [Athletic Bilbao] to give our everything."
Christian Stuani is the man Gonzalez and his side will be turning to.
The Uruguayan has scored 12 times in all competitions this season, but was only used off the bench against Valencia.
Espanyol are four-time Copa champions, and the last of those titles came in 2006.
Bilbao have recovered from a slow start to the campaign to be sitting 13th in the league.
But Ernesto Valverde's men had a four-match unbeaten run ended on Sunday, going down 5-2 to Barcelona.
Athletic Bilbao have an impressive history in the cup, which they have lifted 24 times.
The last of those successes came in 1983-84, with only three appearances in the final since.
They do have Aritz Aduriz in good form, with the veteran attacker scoring four times in his past three outings.
A good result at home is crucial to Bilbao's chances of reaching the final, and they need to take control early against an Espanyol side lacking confidence.
Get the best features, fun and footballing frolics straight to your inbox every week.
Thank you for signing up to Four Four Two. You will receive a verification email shortly.
There was a problem. Please refresh the page and try again.