The clash at Stadio Olimpico will be the teams' first meeting in UEFA competition, coming as the hosts have switched managers and their Basque visitors have run into top form.
Match preview
With just three points on the board from four Serie A matches, Roma's board recently sacked former boss Daniele De Rossi, before the club icon could begin an assault on going two steps further in this season's Europa League.
After taking over from Jose Mourinho, he led the Giallorossi to the semi-finals - where they were edged out by Bayer Leverkusen - but starting slowly this term cost him his job and Croatian coach Ivan Juric was swiftly appointed.
Despite being faced by fan protests at Stadio Olimpico, Roma finally managed to post their first win of the season last time out, beating in-form Udinese 3-0 with thanks to goals from Artem Dovbyk, Tommaso Baldanzi and Paulo Dybala.
Having made such a strong start in trying circumstances, Juric will now attempt to lead his side to victory on the opening matchday of UEFA's new-look Europa League, in which each team plays eight different opponents during the league phase.
Of course, the Giallorossi won the inaugural Conference League trophy under Mourinho just over two years ago, and they also have a strong recent record in Europe's second-tier tournament.
Roma have lost just three of their last 18 Europa League matches - winning half - and across seven home games in the competition last season they suffered only one setback.
However, the capital club will head into Thursday's game having won just one of their last eight against Spanish sides, of which Athletic Club will become the 10th they have faced.
While Roma are regulars in UEFA competition, Athletic last featured on the European stage back in 2018, when they were knocked out in the Europa League's last 16 by Marseille.
The Bilbao club lost their last three games of that campaign, and six years on they will be keen to avoid losing four consecutive European ties for the first time in their history.
Ernesto Valverde's side will surely be confident of both swerving that fate and taking points home from Rome, as they are now seeking a fourth straight victory following a trio of La Liga wins in the second half of September.
Last week, Athletic moved up into third place in the table after seeing off Celta Vigo through a first-half brace from Gorka Guruzeta and Alvaro Djalo's first goal in Spanish football.
After last term's Copa del Rey triumph and fifth-placed league finish, the Basque side are aiming even higher this time around - and former Barcelona boss Valverde may target a deep run in Europe too.
Having won only once in nine previous trips to Italy - and not since 1997 - Athletic Club can try to turn a new page on Thursday and give their Europa League challenge a quick start.
Roma form (all competitions):
Athletic Bilbao form (all competitions):
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Team News
Ivan Juric may make changes between league fixtures anyway, but his hand could be forced in the case of Roma captain Lorenzo Pellegrini, who is a doubt to feature on Thursday.
The Italy midfielder limped off against Udinese with a knee problem and has subsequently missed training, so he could join Alexis Saelemaekers and Enzo Le Fee on the sidelines - the latter hopes to be back for Sunday's Serie A game versus Venezia.
Having now scored in back-to-back matches for the Giallorossi, Ukrainian striker Artem Dovbyk faces one of the few La Liga sides he failed to find the net against in a superb 2023-24 season at Girona.
Meanwhile, Athletic Club are set to be without the services of star man Nico Williams for their trip to Italy, as the Euro 2024 winner suffered a sprained ankle during the recent game against Leganes.
Yeray Alvarez and first-choice goalkeeper Unai Simon are also unavailable, with Julen Agirrezabala continuing to deputise for the latter between the posts.
Inaki Williams will be expected to step up in the likely absence of his brother, with Alex Berenguer, Oihan Sancet and Alvaro Djalo also fighting for selection in the final third; Gorka Guruzeta should start up front.
Roma possible starting lineup:
Ryan; Mancini, Hermoso, Ndicka; Celik, Kone, Cristante, El Shaarawy; Soule, Baldanzi; Dovbyk
Athletic Bilbao possible starting lineup:
Agirrezabala; Gorosabel, Vivian, Paredes, Yuri; Ruiz de Galarreta, Vesga; I. Williams, Sancet, Berenguer; Guruzeta
We say: Roma 1-1 Athletic Bilbao
Now that Ivan Juric has taken the reins at Roma, the home side should be harder to beat, so Athletic Club's wait for a win on the Italian peninsula may go on.