Celtic were unable to make the most of 10 corners in their 3-0 first-leg defeat amid a hands-on approach to marking by the Italians.
Gary Hooper and Scott Brown were both booked in penalty-box clashes, along with Juventus pair Stephan Lichtsteiner and Simone Padoin, and Celtic manager Neil Lennon sought feedback from UEFA on Spanish referee Alberto Mallenco's performance after claiming they should have had at least one penalty.
But Mjallby knows his players need to have faith in Turkish referee Firat Aydinus in Turin.
Mjallby, who left Glasgow Airport on Tuesday morning without injured striker Tony Watt, said: "We watched the previous game they played, against Napoli away, and I have to say they did the same thing again.
"They were marking their opponents very, very roughly and hard when it comes to corner-kicks and wide free-kicks against. We just have to be ready for it and hopefully the referee is very strong if it happens again.
"They should always be strong, that's their job. If the referee thinks it's a penalty and if it's a penalty by the rule book then it should be awarded a penalty.
"If we give back the same medicine, you never know what is going to happen.
"We just need to be strong mentally and maybe move about a wee bit more and see if it's harder for them to mark us.
"We are a threat at set-pieces. We have to believe we can score when we have corner-kicks for example, and we are not going to change things because during this campaign we have been quite successful at set-pieces."
While the marking was frustrating for Celtic, they were the architects of their own downfall in the first leg of the last-16 tussle with Efe Ambrose gifting the visitors two goals, two days after helping Nigeria win the African Cup of Nations.
Mjallby said: "We lost the game because we made basic mistakes that are going to be costly when you play a top-quality side.
"We need to make sure we defend much better this time.
"What we can take heart from is that when it came to the first leg we created a lot of chances and we need to be brave tomorrow night and make sure we play good attacking football."
Celtic had 10 attempts on target in the first leg and Mjallby wants the players to be positive again.
"Obviously Juventus have a healthy lead and we have a mountain to climb, but we have to believe that we can do it," he said.
"First and foremost our approach is to win the game and try to show everybody that the 3-0 win for Juventus at Parkhead was a wee bit too much.
"I think we can take a lot of pride if we can win away from home. If this is going to be the last game during this European adventure, we want to finish it on a high.
"We think we have a good enough team to win the game, but obviously to turn around 3-0 might be too much to ask."
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