Rangers thrashed Stenny 8-0 at Ibrox in their League One clash but then needed a Jon Daly header to triumph 1-0 at Ochilview in the Ramsdens Cup semi-final.
McCoist, whose side return to the artificial surface on league duty, told his club's official website: "We expected a really tough game in the semi-final and that's exactly what we got there.
"I think a lot of people outside our own football club and outside Stenhousemuir fancied us to win comfortably after the league match at Ibrox.
"We knew that was never going to be the case though and it took a ball into the box with Jon getting in front of the goalkeeper to get us the only goal of the game.
"That was a really difficult game for us. We knew it would be and I don't expect the weekend to be anything other than that."