Victory in Spain will ensure that Connacht finish as number 1 seeds for the Amlin Challenge Cup quarter-finals, having secured their qualification from Pool 2 last weekend.
Speaking ahead of the trip to Spain, Connacht coach Michael Bradley said: "It's important we win the match and go on then and get the bonus point, but we are travelling strong.
"I think the lads are still very focused on what needs to be done. I don't think Olympus Rugby are as strong as (Italian club) Catania were and that was one of those freaky results on the day. It was a bad day at the office (when we lost to Catania away in 2006).
"I would be very surprised if that happened - it's too big an opportunity and the quality of players currently here is better than it was back them."
CONNACHT (v Olympus Rugby Madrid): Troy Nathan; Liam Bibo, Niva Ta'auso, Keith Matthews, Fionn Carr; Ian Keatley, Frank Murphy; Ronan Loughney, Sean Cronin, Robbie Morris, Michael Swift, Michael McCarthy, John Muldoon (capt), Johnny O'Connor, George Naoupu.
Replacements: Adrian Flavin, Brett Wilkinson, Jamie Hagan, Bernie Upton, Mike McComish, Conor O'Loughlin, Miah Nikora, Aidan Wynne.