The Soweto giants could jump to joint second in the standings with an away win over Benni McCarthy's Usuthu side.
McCarthy will be aiming be maintain their unbeaten run in their last three matches and will be aiming themselves to move up the log with a crucial win.
"We know AmaZulu are a good team, and we know that they are playing well," Dolly said.
"In the first game, we equalised late, but we take each game as it comes.
"We need to try to improve where we need to improve and implement that on the day against AmaZulu. I think coming back from the win against Pirates in the derby and collecting points against Maritzburg put us in a good spot as a team and I think that will help us going into AmaZulu.
"We obviously want to win every game and that is exactly what we are going to try and do against AmaZulu.
Dolly listed the various factors that make McCarthy's side a dangerous proposition to face on Wednesday.
"I think AmaZulu has good players, and they have good ball players and good movement off the ball.
"They have a good coach in Benni McCarthy, and they are doing well for themselves. For us, it is not to focus on what they are good at.
"I think for us it is to try and improve on each game as we play as a team. I think you can see with the past games that we are playing that we are improving and trying to get better as players and as a collective.
"I think it is going to be a difficult game for us. I don’t think there is an easy game this season. We are going to have to work hard and just stick to what we know.
"We have to continue pressing well as a team and creating those chances so that we can capitalise on all the chances we create. I think AmaZulu is in good form, and they have been playing well but like I said for us it is to focus on ourselves and what AmaZulu do it is for us to stick to our game plan.
"The season is long, and we want to improve as a team. If we keep on working on what we are good at then and improving where we need to improve, we will be good on the day."
Kick-off is at 17:30.