Neil Lennon's side travel to the San Siro on Wednesday night hoping to upset seven-time European champions AC Milan.
But first they must take on Locke's youthful Jambos in the Scottish Premiership at Tynecastle.
However, even with the Scottish champions' Italian jaunt on the horizon, Locke does not believe Lennon will send out a weakened side as he protects his top players ahead of their meeting with the Rossoneri.
He said: "We're playing against the champions who have a team full of international stars. It is a great test for our young players.
"There is more pressure on their players but that's the thing about playing for a club the size of Celtic, there are demands on them to win every week.
"I don't know what Neil is thinking with regards to his plans for their Champions League game. He might make a couple of changes, he might play his full-strength side and that's certainly what I think will happen.
"He will admit that Tynecastle is a tough place to come to and I'm sure he will come here wanting to take three points."
Hearts are battling against a 15-point fine for going into administration but Locke has seen his men trim the gap on 11th-placed St Mirren to just nine points after beating both Hibernian and Aberdeen already this season.
Both of those victories came in Gorgie as the Jambos were cheered on by a raucous home support and Locke is hopeful the fans can play their part once more.
"During the two home games that we have played, the way the crowd has been with us has been amazing," he said. "It certainly looks to me as though the players are thriving in that atmosphere and I'm sure it will be red hot again on Saturday."