The Foxes go into the game following a 1-0 defeat to Aston Villa in the English top flight, whereas Zorya have drawn their last two domestic games 1-1 ahead of Thursday's meeting.
Leicester seemed destined to occupy a spot in the top four and secure Champions League qualification at the close of play last season, but the Foxes ultimately had to settle for a Europa League place after tailing off towards the end of the campaign.
With the quality of players that the Foxes have in their ranks, there is certainly a sense of optimism that Brendan Rodgers can guide Leicester back to the pinnacle of club football this time around, although if recent results are anything to go by, that will be much easier said than done.
Indeed, the Premier League outfit have suffered two dampening defeats on home soil to West Ham United and Aston Villa - games which they would have been expected to prevail in - with Ross Barkley netting a last-minute winner for Villa at the weekend to condemn Leicester to their third home defeat in a row across all competitions.
However, the Foxes have recorded emphatic triumphs at West Bromwich Albion and Manchester City, and while Rodgers's side have only put Burnley to the sword on familiar territory thus far, the Foxes will be expected to overcome a Zorya outfit who have endured an underwhelming start to their Ukrainian Premier League season.
The 2020-21 campaign marks the first time that Zorya have made the Europa League group stage since the 2017-18 season, with Espanyol and RB Leipzig sending the Ukrainian outfit packing in the qualifying rounds for the past two seasons.
Manager Viktor Skripnik knows what it is like to perform on the big stage from his days at Werder Bremen, but Thursday's journey to Leicester promises to be a taxing trip for a Zorya side who boast just one win from six in the league campaign.
Zorya's solitary victory of the domestic campaign saw them thrash Lviv 5-0 in September, with Skripnik's side being held to back-to-back 1-1 draws by Dynamo Kiev and Kolos Kovalivka in October, and the Muzhyky have never progressed further than the group stage in the Europa League.
Zorya have made monumental progress over the past 20 years to establish themselves as regular top-five finishers in the Ukrainian top division, but with Leicester, Braga and AEK Athens all occupying spots in Group G, Skripnik's players are facing an uphill battle to advance to the knockout round for the first time in their history.
For now, though, Zorya will attempt to make history by becoming the first ever Ukrainian side to win a game on English soil, with UPL sides trying and failing to do so 32 times down the years (25 losses, seven draws).
Leicester City form (all competitions): WWLWLL
Zorya Luhansk form (all competitions): LLDWDD
Rodgers has confirmed that 2019-20 Golden Boot winner Jamie Vardy will miss out on Thursday with the calf problem which kept him out of the Villa game, but the 33-year-old should be back to lead the line against Arsenal this weekend.
As a result, Kelechi Iheanacho is all but guaranteed to spearhead the Foxes attack against Zorya, with Islam Slimani, who made his first appearance for Leicester since January 2018 at the weekend, not included in Rodgers's Europa League squad.
Highly-rated defender Caglar Soyuncu is facing a lengthy spell in the treatment room with an abductor tear, which is expected to rule him out of action until 2021.
19-year-old forward Allahyar Sayyadmanesh will look to make his debut for Zorya after arriving on loan from Turkish giants Fenerbahce earlier this month.
Leicester City possible starting lineup:
Schmeichel; Castagne, Morgan, Evans, Justin; Mendy; Albrighton, Tielemans, Maddison, Perez; Iheanacho
Zorya Luhansk possible starting lineup:
Shevchenko; Favorov, Vernydub, Abu Hanna, Leovigildo; Cvek; Kochergin, Nazaryna, Kabaev, Ciganiks; Sayyadmanesh
We say: Leicester City 2-0 Zorya Luhansk
A convincing victory in the Europa League is just what Leicester need before their crunch match with Arsenal at the weekend, and while the Foxes have had their troubles on familiar territory as of late, we cannot see Zorya putting up much of a fight here and expect a straightforward victory for Rodgers's men this week.