Valencia went down 2-1 away to last season's beaten finalists, Bayern Munich, while Lille were shocked 3-1 at home to BATE Borisov.
Another defeat for either side in the second round of matches will leave them already facing an uphill task to reach the next phase of the competition.
Valencia, the Champions League runners-up in 2000 and 2001, would appear to be in the better form heading into the Group F encounter after a 2-0 win at home to Zaragoza lifted them to eighth in the Primera Liga, with eight points from their opening six games.
Goals from Sofiane Feghouli and Jonathan Viera secured the points, although the joy of the former was tempered after he was sent off for a second yellow card after an hour.
Valencia coach Mauricio Pellegrino said: "The players showed great character against a great team when they played Bayern in the first game.
"We had chances in that game when 1-0 down to level and I know we can improve on that performance."
Pellegrino will be without two centre-backs, with Adil Rami suspended against his former club while Ricardo Costa has a calf injury.
Lille, who overcame Copenhagen in the play-offs to reach the group stages, are experiencing a difficult start in Ligue 1.
They have slipped down to 15th spot after losing 2-0 at Rennes when Julien Feret and Romain Alessandrini were on target for the home side.
They had chances of their own and coach Rudy Garcia told Ligue1.com: "We hit the post in the first half and the crossbar in the second. I get the feeling that at the moment we are cursed and success is eluding us."
The three-times French champions have collected only seven points from as many games and will have their work cut out to prevent Valencia triumphing.
But Garcia continued: "It's good that we are playing in the Champions League on Tuesday. We are missing out on points in Ligue 1 and we are going to show that despite our current problems we are capable of getting a good result in Valencia."
The attacking trio of Salomon Kalou, Rony Rodelin and Marvin Martin will be assessed after missing the Stade setback through injury.