The defenceman says they must approach the game as though it was a one-off match.
Cardiff’s rink can be a hostile venue - and he knows his club must conquer that passion and play with intelligence and poise.
“They play well in there; that rink gets loud really quickly” the Canadian, from Tommy Plommer’s home town of London, Ontario, says.
“The key is a good start for us and stay disciplined, as well.
“If we can limit their Power Play and stay out of the box I think we will be in a good spot.
“But it is no easy task and we have got to play as though the game is zero-zero.”
Steelers are coming off their first home loss in nine games in League and Cup action.
On Sunday, after an exhausting sequence of games they dipped 5-7 to Manchester Storm at the Arena.
Aarssen, 29, said the team was not at full levels of energy for the defeat but added: “We knew the schedule was going to be busy, especially going through February.
“I think it was more-so mental fatigue.
“Our focus was not 100%. And it cost us. But we have to put that one behind us and move on to Wednesday.”
Steelers may have the advantage in Challenge cup terms but in the League, it looks like it is Cardiff’s to lose.
They have won 30 of their 40 games so far and lead second placed Belfast Giants by seven points with a game in hand.
Sheffield’s defeat to Manchester saw them slip to sixth place - an astonishing position, given their recent good form.
But Aarssen has not given up the chase on the League leaders: “Anybody is catchable until the math says otherwise” he said.
“We have got to keep pushing and got to worry about ourselves...we have got a few games coming up against them as well so we have got to steal those games and take it on game at a time.”
Aarrsen is the third leading defensive points scorer behind Ben O’Connor and Mark Matheson.
He has 18 assists - the same number as Mathieu Roy.
He says: “I do what I can, to chip in offensively, but I came here knowing I want to focus on the defensive side of my game more so and if assists come and goals come I guess it’s a nice bonus, but I am just doing what I can to help.
“These two guys (Matheson and O’Connor) are outstanding offensively and there is a reason they are on the Power Play.
“We just have to keep moving and keep clicking and I think everyone chips in when they can.”
Aarssen, who arrived at Sheffield from Braehead Clan said time will tell if he returns to Sheffield next season but added: “I’ve loved my time here this year.”
FACTSPOT: Joey Martin remains the biggest threat to Sheffield Steelers. The centreman, in his fourth season at Cardiff Devils, is nine points clear of team-mate Andrew Hotham as club top point scorer.