The 30-year-old joined from rivals FC Copenhagen, and the centre half remembers some hard-fought encounters.
"When I was here they were the second best team in this league and I was lucky to be part of the best team in this league," he said. "We had a few hard games against them. I expect the same tomorrow.
"It's a hard place to come to and they have great support. It should be a good game.
Fulham are currently third in Group K after they drew their opening game 1-1 with FC Twente at Craven Cottage.