While last season's quarter-finalists are competing in their first game of this campaign, the home side were required to win three qualifying matches to reach this stage of the competition for the first time in their history.
On the back of last season's Serie A title challenge and appearance in the last eight of this competition, Gian Piero Gasperini would have been delighted with three successive victories to start this campaign.
However, the manner of Saturday's 4-1 defeat at Napoli is a wake-up call for this free-scoring side, who are showing increasing frailties at the other end of the pitch.
Despite netting 14 times in just four matches, they have now shipped nine goals, and it is something which must improve if I Nerazzurri are to mount another bid to end Juventus' dominance.
The issue is coming at the start of matches with over half of the nine goals which have been conceded coming in the opening 30 minutes.
That is something which will be on Gasperini's mind ahead of this contest, but he will not want to take away from his team's efforts in the opposition penalty area.
From Midtjylland's perspective, this encounter represents one of the biggest in their history after their journey to mix it with the continent's elite.
Although they still have the memories of the run to the Europa League last 32 in 2015-16, this is their first fixture in the main stages of a European competition for over four-and-a-half years.
Ulvene have defeated Ludogorets Razgrad, Young Boys and Slavia Prague to qualify for the group stages, the latter featuring an astonishing comeback with four goals being scored in the final 25 minutes.
Remarkably, each of their eight strikes in the qualifying rounds were all scored after the 51st minute, suggesting that Brian Priske's side have made a habit of ending matches on the front foot.
Midtjylland sit in fifth position in Denmark's top flight after registering 10 points from their first five matches.
FC Midtjylland Champions League form: WWDW
FC Midtjylland form (all competitions): WDWWDW
Atalanta BC form (all competitions): WWWL
After their capitulation against Napoli, Gasperini will make a number of changes to his Atalanta XI.
Anders Dreyer, who spent two years contracted to Brighton & Hove Albion without making an appearance, is expected to line up on the right flank.
FC Midtjylland possible starting lineup:
Hansen; Andersson, Sviatchenko, Scholz, Paulinho; Cajuste, Onyeka, Evander; Dreyer, Kaba, Sisto
Atalanta BC possible starting lineup:
Sportiello; Toloi, Romero, Palomino; Hateboer, De Roon, Pasalic, Gosens; Malinovskiy, Gomez; Zapata
We say: FC Midtjylland 1-4 Atalanta BC
While Atalanta were thrashed by Napoli at the weekend, we are expecting Gasperini's side to produce a ruthless response. Midtjylland will be hoping to repel their opponents for as long as possible, but conceding early could lead to a long night for the Danes.