The Suns advanced to the qualifying finals stage of the pre-season competition with impressive wins over Greater Western Sydney and the Sydney Swans last week, but they are considered outsiders on the road against the Eagles.
McKenna invited pundits to write off his side's chances and said the biggest challenge for his players was to avoid a flat spell after a bright opening to their NAB Cup campaign.
"I think with any young group we're going to experience that, and that's our greatest challenge," McKenna said from Subiaco Oval on Saturday.
"We spoke about it before coming out to train. We had a good start, now what would make it a poor start is if we leave it all behind in Greater Western Sydney.
"Everyone sits back and probably like most of the season they're going to give us no chance. Well we're happy with that.
"If we stick to our structure and stick with some intensity, I think we give ourselves a good chance, as we showed last week."
Temperatures are forecast to peak at a humid 38 degrees in Perth on Sunday, and McKenna said both the Suns and Eagles had approached the AFL to grant concessions for the heat.
The coach said both clubs would meet with the AFL on Sunday morning, with the option of bigger squad sizes and extended breaks to be discussed.
"[Football manager] Marcus Ashcroft's chasing that up. There is a chance that we might get a few extra players, but they've got to meet about that tomorrow," McKenna said.
"I'm hoping for that for sure for the players' sake.
"I know West Coast and us have put in a request … I'm sure common sense will prevail.
"We've had a fairly horrid month back home, so we're used to the heat."
Gold Coast named a typically young squad for Sunday's qualifying final, with senior trio Josh Fraser, Daniel Harris and Nathan Bock left out.
Exciting WA recruits David Swallow, Harley Bennell and Brandon Matera have been named, but Gary Ablett and Jared Brennan remain two weeks away from playing.
McKenna, who served as an assistant under West Coast coach John Worsfold in 2002, said he expected to confront a tweaked game plan from his premiership teammate on Sunday.
"A lot, from we understand, has changed in West Coast's style of play from last year into this year," he said.
"We've got to be ready for that, be guarded for it, and just get after the pill."
David Swallow is a $160,500 midfielder in the Toyota AFL Dream Team competition
