The Hoops go into the game as the favourites but they need to get the three points at Celtic Park.
After beating Anderlecht 3-0 in September, Celtic are now in a strong positon to finish third in their group and qualify for the Europa League.
Anderlecht can still qualify by beating Celtic 3-0 or more but McGregor has urged the squad to produce a dominant display in front of their home fans.
He told the Sunday Post: "We need to go and stamp our authority on this game and not just sit back and defend that 3-0 lead.
"We will try to play our own game, we’ve been at our best when we’ve done that and not sat back and tried to defend leads. I think it’s important for our mindset to go and take the game to them.
"We’re looking forward to it. We’ve recovered well over the weekend and we’ve prepared properly so we’re ready to go."