The Tangerines posted a 1-0 win over their Dutch opponents, who will hope that home advantage plays into their favour like it did for the visitors in the opening fixture.
Match preview
When Dundee United were drawn alongside AZ Alkmaar, it was generally accepted that they had been provided with one of the toughest possible draws.
However, playing the first leg at Tannadice felt key, and Jack Ross's side made full use of that advantage to claim a narrow win over opponent who will expect to challenge for the top three in the Eredivisie this campaign.
Dundee United's goal was magnificent, a neat exchange on the edge of the area being followed by Glenn Middleton curling the ball into the far corner of the net.
The Scottish Premiership outfit may require a similar piece of brilliance to make a dent against their hosts on Thursday, but Middleton and his teammates have given their supporters a reason to dream.
Nevertheless, they head into this fixture on the back of a desperately disappointing 1-0 home defeat to Livingston in domestic action, Ross's team still winless from two games.
From AZ's perspective, they could have few complaints with their defeat, particularly given that they had also played two competitive matches in the previous round.
That extra sharpness ultimately counted for nothing, but Pascal Jansen will feel that getting two more games under their belt makes them favourites to progress.
The Cheeseheads got their top-flight campaign off to the perfect start on Sunday as they posted a 2-0 triumph over Go Ahead Eagles.
Vangelis Pavlidis and Myron van Brederode chipped in with goals in either half with AZ aiming to record five wins from favourable fixtures before facing Ajax in the middle of September.
AZ Alkmaar Europa Conference League form:
AZ Alkmaar form (all competitions):
Dundee United Europa Conference League form:
Dundee United form (all competitions):
Team News
Ross will call upon the likes of Charlie Mulgrew and Kieran Freeman, who were both rested against Livingston at the weekend.
Further tinkering is expected with Ian Harkes free to return to the starting lineup after his domestic suspension.
Ross has also acknowledged that he hopes to have Aziz Behich available to feature in the squad after a delay over paperwork being processed.
Jansen made just one change to his starting lineup for the Go Ahead Eagles fixture with Van Brederode taking his chance on the left flank.
That could see Jansen opt against making any alterations to a team who will expect to perform better at the AFAS Stadium.
AZ Alkmaar possible starting lineup:
Verhulst; Chatzidiakos, Beukema, Martins Indi, Kerkez; Reijinders, Clasie; Evjen, De Wit, Lahdo; Pavlidis
Dundee United possible starting lineup:
Birighitti; Smith, Edwards, Mulgrew, Freeman; Sibbald, Levitt, Harkes; Middleton, Fletcher, Watt
We say: AZ Alkmaar 3-0 Dundee United (AZ Alkmaar to win 3-1 on aggregate)
Holding a slender lead, it will be difficult for Dundee United not to adopt a defensive strategy in order to get over the line. However, that is something which will likely not work in their favour, and we expect to see AZ run out comfortable victors on the night and in the tie.