The Red Devils have already won the Community Shield and EFL Cup under Jose Mourinho this season, and will now have their sights set on the only European trophy to have eluded them in their illustrious history.
This is already uncharted territory for Rostov, and to have drawn a club of Manchester United's stature for this tie is big news for the Russians.
To demonstrate the gulf in pedigree and reputation between the two sides, when United were lifting the Champions League trophy to complete their treble in 1999, Rostov had not yet made their bow in European football, with that coming later in the year when they were eventually dumped out of the Intertoto Cup courtesy of a 9-1 aggregate defeat to Juventus.
Before this season the Russian outfit had never reached the spring phase of a European competition, but coming up against one of the biggest teams in the world is nothing new for them having already faced Bayern Munich and Atletico Madrid in this season's Champions League group stage.
Rostov somewhat surprisingly finished third in that group ahead of PSV Eindhoven, booking their place in the last 32 of the Europa League where they cruised past Sparta Prague 5-1 on aggregate - thanks largely to a 4-0 win in the home first leg, their biggest ever European victory.
Even the most ardent Rostov fan will not expect a repeat of that scoreline against United, but the Russians have only lost once in their last seven European home matches and notably beat Bayern Munich 3-2 here during the Champions League group stages.
It therefore stands to reason that the hosts will be confident that they can build a first-leg advantage over a United side with an FA Cup tie against Chelsea to worry about and other priorities elsewhere.
In all competitions, Rostov come into this match having lost just one of their last 10 outings, and they have been in particularly good form since returning from the long winter break having scored 11 goals in three matches.
Two of those games came in the aggregate win over Sparta Prague, while they returned to domestic action last Friday with a 6-0 drubbing of bottom-of-the-table Tom' Tomsk.
Rostov are by no means amongst the leading teams in the Russian Premier League, though, currently sitting just inside the top half and eight points adrift of the final Champions League spot.
The prospect of going all the way in this competition remains a unlikely dream too - Rostov's only trophy in their history was the 2014 Russian Cup, compared to more than 40 major honours, including three Champions League trophies, for United.
Recent form: LLWDWD
Recent form (all competitions): LDDWDW
When the relatively unfamiliar name of Rostov was drawn out of the hat for this round, many fans would have been immediately confident of United going one better than they managed in this competition last season and reaching the quarter-finals.
However, Mourinho was quick to warn about the perils of this tie, with a 3,000km trip to play on an 'unplayable pitch' clearly a concern for a manager who is still fighting on three fronts this season.
The Premier League remains the priority, but it has been a source of much frustration for United who once again missed the chance to move out of sixth place when they were held to a 1-1 draw by 10-man Bournemouth in an incident-packed match at Old Trafford on Saturday.
The gap to the Champions League places is still only three points, and United boast a game in hand over fourth-placed Liverpool, but having seen his side continually throw away chances to put themselves in the driving seat, Mourinho may now be looking at winning the Europa League as an alternative route into Europe's premier club competition.
United have already won two pieces of silverware this season and Mourinho's last campaign in this competition ended with him lifting the UEFA Cup trophy with Porto in 2003, but the club itself has never made it past the last eight in the UEFA Cup or Europa League.
Things have been relatively straightforward for them in this season's competition despite only finishing second in their group, with a 4-0 victory over Saint-Etienne in the last 32 providing a comfortable passage into the second knockout round.
United's last meaningful defeat came in November at the hands of Fenerbahce in the group stages of this competition, which is also the last Europa League game in which they conceded, keeping four clean sheets since. Should they prevent Rostov from scoring then they will be only the second team, after Napoli, to record five in a row.
The Red Devils had lost five Europa League away games on the bounce before back-to-back wins over Zorya and Saint-Etienne, while in all competitions on the road they have won eight and lost just one of their last 11 outings.
Considering the travel, the pitch and the fact that they have the luxury of a second leg at home, Mourinho may consider a draw a decent result on Thursday, though, particularly if he chooses to rest some key players with Monday night's FA Cup trip to Chelsea in mind.
Recent form: WLWWWW
Recent form (all competitions): WWWWWD
Aside from that, though, the Portuguese admitted that he was unsure about his team selection after seeing the state of the pitch, hinting that the likes of Henrikh Mkhitaryan, who is still struggling with a hamstring injury, may be kept out of the game.
Dmitri Poloz is likely to be the hosts' biggest danger having been involved in seven of Rostov's last 11 goals in European competition, scoring five times and creating two more.
Rostov possible starting lineup:
Medvedev; Kalachev, Mevlja, Navas, Granat, Kudryashov; Erokhin, Gatcan, Noboa; Bukharov, Poloz
Man Utd possible starting lineup:
Romero; Valencia, Rojo, Smalling, Blind; Herrera, Carrick, Pogba; Lingard, Ibrahimovic, Rashford
Head To Head
This will be the first ever meeting between these two sides, and also Rostov's first experience of taking on English opposition.
United, on the other hand, have faced Russian opposition on nine previous occasions, winning two of those, drawing six and losing just once. The Red Devils are unbeaten in four previous away matches against Russian clubs, with their only defeat coming against Zenit St Petersburg in the 2008 Super Cup - a match played on neutral territory in Monaco.
One of United's greatest moments also came on Russian soil when they lifted the 2008 Champions League trophy in Moscow after beating Chelsea on penalties in the final.
Since the start of last season there have been six matches between Russian and English opposition, and the Premier League sides have remained unbeaten in that time with four wins and two draws.
We say: Rostov 1-1 Man Utd
Despite the difference in pedigree between these two sides, this will not be an easy game for United. An away trip to Russia is always difficult, and the state of the pitch is only going to make things tougher for Mourinho's side. Escaping back to Old Trafford with a draw and an away goal would be a satisfactory result for them.