Montella said that he is taking the competition seriously and wants to see "sporting furore" in Eastern Europe this evening.
"We got the first half wrong against Parma, so we want to understand the difficulties of that game and learn from them," Montella told reporters. "Tomorrow I want to see sporting furore on the field.
"I asked the team to control the various phases of the game better, especially the final minutes. At least the draw with Parma will help us to grow in that sense.
"Our club cares about the Europa League and we want to do well. Dnipro seem very strong, compact and with quality players."
Fiorentina won their opening match 3-0 against Pacos de Ferreira.