The two sides face off again after playing each other just days in their Premier League match where the Saints ran out 1-0 victors at St Mary's Stadium.
"We have our way of playing. The way of playing of Stoke is different," Koeman told reporters.
"Now we know it's a tough opponent and we have to work hard. In the first half on Saturday we showed our qualities and we were the best team on the pitch.
"But if you don't score the second one and you create a lot of opportunities then you know until the last second it is 1-0 and it is very difficult."
The Saints and Stoke face off tomorrow at the Britannia Stadium for a place in the quarter-finals of the competition.