Frank Rijkaard wants to go down in Saudi Arabia history by taking them to the 2014 FIFA World Cup in Brazil.
Saudi Arabia sit second on six points in Group D in third-round World Cup qualifying through Asia, behind the already qualified Australia, while Oman are third on five points and Thailand fourth on four.
Oman host Thailand in the final group game while Saudi Arabia face a difficult trip to Melbourne on Wednesday to meet the Socceroos.
Former Barcelona and Netherlands boss Rijkaard said his side would be gunning for the three points in Melbourne rather than hoping for the result elsewhere to go their way.
"We'll be setting our sights on victory and that second place when we go to Australia, and we'll be preparing like warriors," Rijkaard said on FIFA.com.
"Everyone's dreaming of making it to the World Cup and it's our biggest challenge. I hope to go down in the history of Saudi football by taking this team through."
Saudi Arabia have had a difficult group campaign so far, struggling for goals. They could have sealed their passage into the next phase in their last qualifier against Oman, but stumbled to a 0-0 home draw.
"We didn't expect that at all and things have taken a turn for the worse," Rijkaard said.
"We've tried to dictate the play, create chances and score goals in every game we've played, and we've perhaps lacked a little bit of luck."
"Even so, we can still go through and it's still in our hands."
Striker Yasser Al Qahtani added: "We have limited options against Australia but to win. We must get the maximum points to avoid any complicated scenarios as Oman also target a victory over Thailand."
Saudi Arabia first qualified for the FIFA World Cup in 1994, before reaching the finals in France four years later, Korea/Japan in 2002 and Germany in 2006. They missed a spot at South Africa 2010.