The Germany striker Klose fell out of favour with Bremen fans towards the end of the past season and the summer move to rivals Munich has not pleased the Bremen camp either.
"I am not more nervous than ahead of other games. I want to score in Bremen," said Klose.
The rivalry between Schalke and Dortmund is even bigger, and Saturday's meeting gets added spice from the fact that Dortmund spoilt Schalke's title dreams last season when they beat them in the penultimate round.
Champions VfB Stuttgart are at Hertha Berlin, with Turkey playmaker Yildiray Basturk returning from injury to make a Stuttgart league debut against his former club.
Munich, meanwhile, opened the season in style last Saturday with a 3-0 win over promoted Hansa Rostock to top the table. Klose scored twice and fed Italy forward Luca Toni for the other.
The Bremen game is a first big test for big-spending Munich, with Franck Ribery facing Bremen's Diego for midfield supremacy. Munich beat Bremen in the pre-season league cup, but the Bavarians are aware that another win can not be taken for granted.
"Werder have a strong team, matches there are always difficult. If we are as dominant as against Rostock you could speak of a certain trend. (But) I don't think that we are a world class team yet," said captain Oliver Kahn.
Club officials said that they would be satisfied with a draw but general manager Uli Hoeness also insisted that "we must win the title."
Bremen, coming off a meagre 2-1 win over Dinamo Zagreb in Champions League qualifying, have plenty of injury woes with Germany midfielders Torsten Frings and Tim Borowski the most notable absentees.
"Of course we would have preferred a different situation," said coach Thomas Schaaf.
Schalke are not only out for revenge against Dortmund after the painful defeat last May, they are also infuriated that some Dortmund players expressed their delight about spoiling Schalke's title ambitions after that match.
"You can't ignore this aspect. We remember well what happened after the game. You should not lose the respect for the opponent," said Schalke midfielder Fabian Ernst.
Schalke opened the season with a classy 2-2 draw in Stuttgart, while Dortmund's season debut went terribly wrong in form of a 3-1 home crushing by MSV Duisburg.
"We will field a team that will present itself in a different way than against Duisburg," vowed coach Thomas Doll.
The other weekend games are SC Karlsruhe vs. Hanover (Friday), Arminia Bielefeld vs. Eintracht Frankfurt, Rostock vs. Nuremberg, Duisburg vs. VfL Wolfsburg (Saturday), SV Hamburg vs. Bayer Leverkusen and Energie Cottbus vs. VfL Bochum (Sunday).