Both teams go into the match at the San Paolo stadium with all to play for after their goalless draw in the first leg in Swansea.
The pressure will be on Rafael Benitez's Napoli, third in Serie A, and the Swans hope to take advantage of that.
"We are coming here to enjoy it," Monk said. "I think it's going to be a great game, between two attack-minded teams.
"Napoli have very dangerous players going forward and I expect them to attack.
"That is their mentality and that is a good way to play. It really has all the ingredients for a great match."
The Swans dominated the encounter at the Liberty Stadium last week but could not make that count.
"The only disappointment from our performance in the first leg was not to score a goal," Monk added.
"For whatever reason, we weren't able to. We definitely deserved to score.
"But when you don't find the target, the next best thing, especially in a competition like this one where it's a knock-out round, it's to keep a clean sheet, and we did that."
The 34-year-old Monk, who took over as caretaker manager earlier this month following the sacking of Michael Laudrup, believes his team will have to produce another great performance to have any chance of beating Napoli in Naples.
Napoli were only eliminated from this season's Champions League group stage on goal difference by Arsenal.
"Napoli have a very good team," he said. "They have 11 good players. They were very unlucky to be out of the Champions League.
"We realise the task that awaits us, it's going to be very difficult. Napoli are expected to win the game but we will try to give another good performance to make everyone proud of us."
Follow the Europa League ties on our dedicated football blog from 17.00 on Thursday