The Brazilians clinched that tie 1-0 on Tuesday afternoon courtesy of a Peter Shalulile strike to give them a slight advantage in the quarter-finals.
Esperance were conservative in their approach as they set back to absorb the pressure with Sundowns enjoying 80 percent ball possession.
Allende believes the North Africans will come out to play in their own backyard when the two sides meet again.
''Of course we need to win and we know that. It has become interesting, as both teams want to win. But we are Sundowns and we are going to win there,'' said Allende.
The Chilean international is relieved Sundowns were able to break the resolute Esperance defense and urges his teammates to give it one more push.
''Difficult game, Champions League game against a tough opponent. Now we are preparing, we will travel to Tunisia to go there and qualify,'' added Allende.
Esperance eliminated Sundowns from the competition last year in the semi-finals and Allende was asked what was different this time around.
''When other teams play here in Pretoria, we know that when we are here at home, they wait a little bit. But we know we need patience, we need to move quicker and take opportunities. Shalulile scored the important goal, and Sundown took the win,'' he expressed.
Allende also expects Esperance to rely on their strengths to win aerial duels in front of their home fans next week.