Assistant Chief Constable Lindsay Dudfield said: "We anticipate there could be several hundred walking through the streets of Bournemouth and they may have flags, they may have banners, loud hailers, drums, they're likely to be chanting their club songs.
"Just to reassure communities, this is absolutely normal for the European football. We have planned for it and we have prepared for it."
Sturm Graz fans are expected to gather in the town centre during Thursday afternoon before the fan walk from Lansdowne Roundabout on Old Christchurch Road, via Christchurch Road, through Boscombe and Gloucester Road to the Vitality Stadium for the 20:00 BST fixture.
"This is likely to cause some disruption to the road network along the route and our local officers, as well as partners, have been engaging with businesses that may be impacted," a police spokesperson said.