Both sides are facing a battle to beat the drop as they go head to head at the Reebok Stadium. However, Megson is taking heart from the fact that Bolton have taken five points from a possible nine after drawing with Burnley at the weekend.
Hull arrive on the back of a home defeat by Manchester United and Megson said: 'It's a huge game.
Up for the fight: Kevin Davies battles against Burnley
'We know what to expect, it will be difficult and we have to be at it right from the first minute. We are on a decent run at the moment and we need to keep that going and we know that it will be another tough contest.'
Striker Kevin Davies believes the side are on the mend and ready to climb out of the relegation zone.
Optimistic: Megson looking forward to Hull game
He said: 'We have got a lot going for us at the minute. We need to make sure that we continue to work hard against Hull in what is going to be a difficult match.
'We have given some really good and strong performances in recent matches. We were unfortunate not to beat Manchester City, having taken the lead on three occasions.
'But we got the win we deserved against West Ham. Even when they got it back to 1-1, we kept our heads up and finished off the game in style.
'Then we picked up another point at Turf Moor against a really tough Burnley side. Now it's up to all of us to maintain that level for our match against Hull.'
Matt Taylor scored a superb free-kick against Burnley and Megson is looking for the midfielder to kick on.
'Matty's ratio of games to goals so far has not been as good as it was last year but he is capable of doing that, ' said the Bolton boss.
'I was really pleased for him because he has continued to work hard and give 100% for the team and it was a fantastic strike.'
Challenging times: Anthony Gardner key to Hull's survival fight
Midfielder Fabrice Muamba is available again after sitting out the Burnley match through suspension.
Gavin McCann again looks likely to miss out with an ankle injury.
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