The Foxes sit sixth in the table and Sturrock admits his side, just a point above the drop zone, face a tough task.
"They (Leicester) are a very tough team to play against," he told the club's official website.
"Their fans are right behind them and it is a difficult place to go. We have found a niche for us away from home and I am very hopeful that the players that have been doing it for us away from home will come to the show again.
"If we don't go into the game with the same thoughtfulness and work ethic as at Middlesbrough, we can pay the penalty, and pay it very dearly."