The Scottish side head into the home leg at Tannadice on the back of a solid start to the new domestic campaign, while AZ do not get underway in the Eredivisie until later this week.
Match preview
When Dundee United finished in fourth place in the Scottish Premiership last season, they would have envisaged Tammy Courts leading them on their return to European football.
However, Courts left for pastures new to be replaced by Jack Ross, who is under pressure to back up all of the good work produced by his predecessor.
Being handed one of the toughest possible draws in this competition has arguably taken a bit of pressure off the former Sunderland and Hibernian boss, but that will not stop fans of the Terrors dreaming of a group-stage spot.
As it stands, that is some way off, and Ross must hope that his players have benefitted from earning a 1-1 draw away at Kilmarnock on the opening day of their domestic season.
Dundee United had led heading into the final quarter, but Ian Harkes's dismissal 18 minutes from time helped the home side eventually secure a share of the spoils through a last-minute penalty.
While AZ are yet to return to life back in the Eredivisie, starting this competition a round earlier than Thursday's hosts has provided them with some competitive game time.
Pascal Jansen will view that as a blessing in disguise with AZ breezing past Tulza City 5-0 on aggregate, four of those goals being netted in the away second leg.
The goals were shared around the team and the ruthlessness of their performance in Bosnia and Herzegovina will concern Ross ahead of this contest.
Left-back Mees de Wit was among the goalscorers in that game and Jansen will hope that his other new arrivals continue to settle into life at the AFAS Stadium.
Dundee United form (all competitions):
AZ Alkmaar Europa Conference League form:
Team News
Barring any injury issues, Ross will give consideration to selecting the same Dundee United XI which started at the weekend.
Glenn Middleton could potentially be recalled in place of Mathew Anim Cudjoe, but Tony Watt and Steven Fletcher should retain their places in the final third.
Jansen named the same starting lineup for each of AZ's games in the previous round and that may continue on Thursday.
Although Fedde de Jong and Mayckel Lahdo both scored as substitutes last week, it is unlikely to lead to an opportunity in the first XI.
Riechedly Bazoer could be selected among the replacements after signing on a free transfer on Monday.
Dundee United possible starting lineup:
Birighitti; Smith, Edwards, Mulgrew, McMann; Sibbald, Levitt, Harkes; Cudjoe, Fletcher, Watt
AZ Alkmaar possible starting lineup:
Verhulst; Chatzidiakos, Beukema, Martins Indi, Kerkez; Reijnders, Clasie; Evjen, De Wit, Odgaard; Pavlidis
We say: Dundee United 1-2 AZ Alkmaar
Dundee's best chance in this tie is taking advantage of the game at Tannadice, and they will back themselves to earn at least a draw against their higher-quality opponents. However, AZ can only have benefitted from playing in the previous round, leading us to predict an away win on Thursday night.