The Brazilians will play host to Amakhosi at Loftus Stadium and Baxter admits Sundowns will be hard to beat, especially because Pitso Mosimane has turned things around at the club.
"Sundowns will want to show everybody that the improvement under Pitso is not temporary," he says.
"It will be a difficult game and it will need everyone's full attention. The next game is important and that is very much the attitude."
Chiefs currently top the standings with 35 points from 16 games; one better than archrivals and defending League champions Orlando Pirates.
Sundowns are working their way back from a horror start to the season and are 10th place, a massive 17 points behind their opponents on Tuesday.