United beat AS Roma 3-2 earlier this week.
Mazzarri said: “At this moment Manchester United seem unbeatable. They won their first game 7-0 against LA Galaxy and then got an easy enough victory over Roma, despite the late comeback.
“It will be a great test. We will go there to fight it out, then see what the result is at the end.
“I know Van Gaal and his methods. We will prepare on a tactical level first and foremost, then I’ll choose the line-up.
“Will I rotate the squad? I’ll talk to those who played against Real Madrid, but it shouldn’t be a problem.”