A five-minute drive from the centre of Dudelange, hugging a hill to the west of town, sits a community of colourful, tightly packed dwellings. The border with France is a mile away but this is “Little Italy”, where migrants from Piedmont began arriving in the 1880s to make a living at the steelworks below. These days the factory is empty, rusting and a symbol of the days before Luxembourg nimbly recalibrated to create its wealth via the financial services; the Italian influence remains vivid, though, and will come to the fore on Thursday in a way nobody could have foreseen.

F91 Dudelange against Milan presents the kind of European tie the modern-day system is designed to avoid. But the 14-times national champions have, against every expectation, reached the Europa League group stage and the identity of their first opponents has hefty historical resonance.

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Back in 1916, a club named Alliance Dudelange was created by some of the same workers who had settled on the slope; they opted for the red and black colours of their favourite club from back home and that link with the Rossoneri has never quite disappeared. The current club was formed in 1991 through a merger with the two other teams operating in a town of 20,000 inhabitants; that Milan should be visiting now sparks senses of destiny and disbelief.

“Now and then, you wake up in the morning and think: ‘Is this … is this real?’” says F91’s president, Romain Schumacher, sitting in the offices of the insurance broker for which he is CFO in Luxembourg City, 12 miles to the north. “When we drew Milan I was sitting in a chair and looking like this for 15 minutes” – he mimics open-mouthed shock – “but then you have to get to work.”

Schumacher was a player when F91 took their early steps, starting out in the second division. A photo on the wall of the club’s training ground shows a tall, flaxen-haired footballer wearing their first, bright yellow and red, shirt. Earlier in his career he had played against Barcelona for the now-defunct Aris Bonnevoie in the Cup Winners’ Cup, at a time when it was easier for minnows to take a shot at the best. Nowadays, Schumacher, a charismatic character to whom anecdotes come naturally, runs F91’s operation and is a self-confessed Milan fan who used to visit San Siro up to a dozen times a year. “My sons’ bedrooms were always decked out in their colours,” he says. “But eventually I had no time to go as there was so much to do at this club.”

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Now he hopes the tools are in place to give his other love a fright. It has been some off-field effort since F91, who had already defeated Legia Warsaw in the third qualifying round, beat CFR Cluj 5-2 on aggregate in the play-offs a month ago. Several of the team are still semi-professional and the club had to swiftly contact eight of their employers to secure full-time release for the frantic months ahead; Schumacher has also seconded staff from his own firm to assist an administrative team almost entirely manned by volunteers.

Aside from the players and coaches, F91’s two full-timers are a groundsman and a laundry worker. Preparing for Milan’s arrival has required many fresh hands but the work has been done and 8,000 tickets have been sold for the match, which will take place at Luxembourg’s national stadium, Stade Josy Barthel.

F91 have never been so popular. “We were not very well loved in Luxembourg until now,” says Schumacher, who proudly points out that they received a letter of congratulations from Grand Duke Henri after defeating Cluj. The lack of affection has obvious roots. Every serial winner, however small, tends to have a backer; F91 happen to have a Becca.

Flavio Becca, a real estate mogul and serial rattler of cages locally, began sponsoring the club in 1998 on the proviso that they were serious about winning things. They have missed out on the title six times since and although Schumacher says Becca has changed the face of Luxembourgish football there are plenty on a conservative domestic circuit who balk at the foreign players he has brought in and at his sizeable contribution to propping up a club budget that, at €3.3m last season, is nothing by European standards but deals them an advantage at home.

Although the country’s football scene is developing at a quicker rate than that of almost any comparable nation in Europe – emphasised when Progrès Niederkorn knocked Rangers out of last season’s Europa League – there is a concern that F91 are growing too big for it and they have in recent years shown interest in joining the Belgian league only to be knocked back by their own federation.

“I want Luxembourgish football to profit from our success,” Schumacher says. “It makes no sense to me if the other teams are all 20km behind. We want to help bring the country to its best level. If you look at the infrastructure of the stadiums, it is catastrophic.”

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F91’s own home ground, Stade Jos Nosbaum, would not pass muster in England’s top five tiers but serves as a reminder that this is, local gripes aside, a club achieving remarkable things. Inside what passes for the office, officials crack open bottles of dark Diekirch beer and reminisce over adventures past and present. Until this season, Red Bull Salzburg, defeated in 2012, were their biggest scalp; now mobile phone footage is passed around of the current side bouncing up and down a bus at Cluj airport to the strains of “Sweet Caroline”.

The setup is rudimentary but an attack-minded team – coached by the 37-year-old Dino Toppmöller, son of the ex-Bayer Leverkusen manager Klaus – has tools complex enough to trouble Milan and their other two group stage foes, Real Betis and Olympiakos.

“At the moment it’s incredible,” Schumacher says. “Everything is Dudelange, Dudelange, Dudelange.” The thousand or so newcomers who built houses on that incline more than a century ago could scarcely have imagined their reminder of the country they left would bring something like this.