The Millers were favourites with many pre-season tipsters to do well in League Two this season and their strong home form means they are always expected to do well at New York Stadium.
But Stevenage arrive in South Yorkshire in fine form and flying high in League One and Evans knows it will be an upset if his side progress.
"They will be one of the few teams that come to the New York this season that don't turn up as favourites," he said. "I don't think a bookies in the country would have us down as favourites and rightly so. When you look at the strengths they have got. Gary Smith has gone in and added to what Graham Westley did. It's a fantastic success story.
"Since we have come in we've been favourites to win everything, if there was a raffle we'd be expected to win it. Is being underdogs something we should relish? I don't know, I quite like being favourites. If you have that tag it means people expect you to win, so if you do your job you have a chance.
"On Saturday, it will be about how we play. We are capable of winning, but we would need nine, 10 or 11 players to be on their top game."