The German club will host their Turkish counterparts with the advantage of an away goal, having drawn the first leg 1-1 in Istanbul last month.
"We must not make the mistake of dropping too deep," he told reporters on Monday. "Galatasaray have too much quality in attack and are too dangerous.
"That's why we will not play a waiting game but will try to score ourselves. I am sure there will be a good number of Turkish fans inside the stadium, and with that I expect our fans to create a great atmosphere."
Schalke warmed up for Tuesday's match with a 2-1 home win against Borussia Dortmund in the Bundesliga on Saturday.