Khawaja will open the batting for the Thunder after his successful Ashes, with his team sent in by Aaron Finch in the final round of the BBL season.
"It's going to be tough," Khawaja told on Fox Cricket.
"Red ball to T20 is the hardest I think.
"It will be interesting, hopefully I don't make a fool of myself."
The Thunder are still pursuing second spot on the BBL ladder, which would guarantee them at least one home game at Spotless Stadium in the finals.
The Renegades' hopes are meanwhile already over, as they attempt to fight off a third straight wooden spoon after their 2018-19 title success.
TEAMS
SYDNEY THUNDER:Â Alex Hales, Usman Khawaja (capt), Matthew Gilkes (wk), Jason Sangha, Alex Ross, Daniel Sams, Ben Cutting, Nathan McAndrew, Chris Green, Gurinder Sandhu, Tanveer Sangha
MELBOURNE RENEGADES: Aaron Finch (capt), James Seymour, Shaun Marsh, Unmukt Chand, Jonathan Merlo, Sam Harper, Will Sutherland, Cameron Boyce, Zak Evans, Josh Lalor, Zahir Khan