"We managed to get across the line against KKR the last time at home. But obviously they are a very good side and tough to beat at home," Lehmann said on the eve of the match.
"They probably should have won the last couple of games but fell at the last hurdle. That's the nature of T20 cricket. It's a tough road trip for us. We just have to keep going. We have no advantage. It's them who have got the home advantage."
The coach was not overtly worried with injuries to Jacques Kallis, Manoj Tiwary and Laxmi Ratan Shukla.
"I don't think there would be an edge. There would be an overseas player and a domestic player who would be waiting to take the opportunity. Whoever they play, we just got to beat the XI."
Lehmann further said his deputy WV Raman, who is the Bengal coach, would have a big role to play on Friday.
"He will tell us what we're doing tomorrow. They have coached here and spent a long time in these conditions. He knows these conditions so well. He is probably more of a coach in this game than what I am," he said.
Lehmann was surprised to see 160 being surpassed by Mumbai Indians at the otherwise slow Eden.
"We saw last night 160 being chased. Probably it was not a 160-wicket. Both sides did not bowl the way they could have. Probably the bowlers who adapt the conditions the best would come out on top tomorrow."
Without boasting any big names, Kings XI Punjab batsmen have been successful as they chased down Pune Warriors 186 and 121 by Delhi Daredevils with ease.
Lehmann said it's exciting time to coach the young lads. "We need to keep improving. It's a whole team effort. We have got a mix of very good young domestic players and some experienced overseas ones. They all are doing their job at different times. If they keep gelling as a team, it's really great fun to be a coach," he said.
Asked whether Mandeep had the abilities to make it to national colours, Lehmann said, "Oh yes. He is a very good player. The big challenge for him is to be more consistent and make runs every time he plays. He has been very good for us in the last few games. If he keeps doing that, he has a great future."
Mumbai Indians regular skipper Ricky Ponting showed fine team spirit on Wednesday as he stepped down to hand over the captaincy to Rohit Sharma.
Lehmann however indicated that the struggling Kings XI Punjab skipper Adam Gilchrist would like to get runs under his belt.
"I don't know about him, you'll have to ask him. He is captain and has led really well and kept very well. Obviously we want some more runs from him. It's been well-documented. Even he would like to hit more runs. We will have to wait and see," he said.
Giving an update on Shaun Marsh (hamstring pull) who is yet to play a match, Lehmann said, "He is not fit yet and will not play tomorrow."