The Saints, who come into the game following a narrow defeat to league leaders Leicester City last time out, come up against a Newcastle side that sit in an awful position in the Premier League table, six points away from safety.
Despite Saturday's opponents precarious position, Koeman believes this makes them a dangerous team, particularly with new highly rated manager Rafael Benitez.
Koeman said: “They are really struggling. Normally it’s a big club and its strange that they, now for the second or third season in a row, are fighting against relegation."
He added, “We have to prepare our game against a team that needs points and that makes everything dangerous.”
Despite Newcastle needing a victory the home side will go into the game confident and favourites to get back winning ways after their recent good form was halted.
Having lost one of their last four matches the reds are in a positive position in the league and are looking to push the teams above them all the way in their quest for European football.
Positive reading for home side shows that the Saints are unbeaten in five Premier League matches with the Magpies and Koeman is expecting that run to continue and is looking for his players to bounce back quickly.
He said: “The key message to the players is to keep focused until the last game of the season and if you get a good run of results then you can finish in a high position.”
On the previous two times Newcastle have visited St Mary’s they have been on the receiving end of two 4-0 defeats meaning we may expect plenty of goals in the tie.
The clubs last met on the opening day of the season at St James Park as Newcastle, then managed by Steve McClaren, held the Saints to a 2-2 draw as Graziano Pelle and Shane Long notched the goals for the reds.
Steven Davis will miss out on the tie after suffering an ankle injury against Leicester, though striker Shane Long is fit for the weekend.
Paul Dummet and Fabricio Coloccini could return from injury fort he away side, though Rob Elliot misses out with a long term knee injury.