Both teams are seeking their maiden appearance in this competition in what is set to be only the sophomore edition of the third-tier European club tournament.
Match preview
Off the back of four consecutive continental involvements, Paide eased past the challenge of Tammeka in a routine 3-0 victory when the sides faced off on Sunday.
First-half goals from Bubacarr Tambedou and Ebriha Singateh put Karel Voolaid's men in the driving seat before Kaimar Saag sealed the deal in the second period.
With 36 points from their 20 league games so far, Paide sit fourth in the league table, a whopping 13 points adrift of current leaders Flora Tallinn who have however played one game more.
Having lost just one of their last nine home games across all competitions, Thursday's hosts approach what is set to be a very difficult task with reason to believe that they can upset the odds.
Anderlecht failed to maintain their perfect start to the new league campaign as they fell to a 1-0 defeat against Cercle Brugge at the Jan Breydel Stadion on Saturday.
Felice Mazzu's men fell behind to Louis Torres's opener half an hour into the second 45 minutes and that proved to be the all-important moment.
Consequently, Les Mauves et Blancs have slipped to sixth place in the Jupiler Pro League, three points behind Leuven at the top of the standings.
Aiming to end a run of three straight seasons without European football, Thursday's visitors set out to steal a march on their hosts ahead of next week's return leg in Belgium.
Paide Europa Conference League form:
Paide form (all competitions):
Anderlecht form (all competitions):
Team News
On his return to the starting XI, Bubacarr Tambedou got himself on the scoresheet and the forward is expected to retain his place in the lineup here.
Twenty-two-year-old Deabeas Owusu-Sekyere was absent from his side's last outing over the weekend, making him a huge doubt for Thursday's contest.
Off the back of consecutive cameo appearances in his first two outings for Anderlecht, the Portuguese Fabio Silva will be keen to get the nod to feature right from the off this time.
Amid links of a possible move to Manchester City, Sergio Gomez remains sidelined with a muscle problem which has seen him fail to feature since May.
Paide possible starting lineup:
Jarju; Ojamaa, Razak, Pelt, Saliste; Mool, Frolov, Palumets; Piht, Singateh, Tambedou
Anderlecht possible starting lineup:
Van Crombrugge; Delcroix, Hoedt, Debast; Amuzu, Verschaeren, Trebel, Ashimeru, Abdulrazak; Esposito, Silva