They are expected to win at Easter Road and will get little or even no praise if they do.
And if they lose? They will be hammered for failing to overcome Raith Rovers.
Rangers, too, have several key players out injured. It looks as if Andy Little and David Templeton will miss out.
The forwards have a chance of making the William Hill Scottish Cup semi-final against Dundee United at Ibrox a week tomorrow.
But the game in Edinburgh this weekend may be too early for them.
Hopefully Ian Black, Jon Daly and Nicky Law will make it as their experience will be invaluable in their team.
Daly, in particular, would be a huge loss. He is such an important player to have against opposing teams who invariably keep men back and defend.
He can wins balls in the air, score goals, bring those around him into play and set up chances.
If he fails to recover from his hamstring strain in time Ally only really has Nicky Clark to play in attack.
Nicky is a decent goalscorer and is coming back into form. But he is not the tallest and is not the greatest in the air.
When the former Queen of the South man, who won the Challenge Cup last season, is playing his team-mates have to get the ball down and pass.
Even if Jon does make it - and his manager is hopeful that he will - then there has to be doubts over his ability to last the full 90 minutes.
Look at the Atletico Mardrid player Diego Costa in the Champions League quarter-final against Barcelona this week.
He was a doubt, declared himself fine to play and, then 15 minutes into the match at the Nou Camp, had to go off.
If Daly does start the match then there is always a chance he will not last the game.
I think all of the players who are carrying knocks have got to be honest with their manager about their health for the good of the team.
No matter how much they want to be involved in the occasion - and Easter Road is a sell-out - they have to think of the bigger picture.
Ally threw in youngsters Robbie Crawford, Seb Faure, Calum Gallagher and Kyle Hutton against Arbroath.
And although the League One champions edged a 2-1 win at Gayfield it did not really work. It is difficult to make so many changes to a team.
Raith are a decent side. The fact they have already won at Easter Road this season in the Scottish Cup against Hibs will boost their confidence.
Hardly anybody has mentioned them in the build-up to the final. It has all been about their opponents. That will suit them just fine.
Rangers will be the favourites and, given the experience they have in their side, that is probably justified. But it is all about what they do on the day.
Remember, Raith stunned Celtic in the League Cup final at Ibrox 20 years ago. Upsets can and do happen.
Rangers will have to play a lot better than they have been doing in the second half of the season to lift the trophy.
They are playing a full-time club from the division above them. They are not playing a part-time club that comprises posties and plumbers.
This will be the biggest game of the Raith players' lives. Grant Murray will have no need to fire them up for it.
We have said for the last two years that every game that lower league teams play is like a cup final for them. Well, this literally is a cup final.
This is a tough match for Gers and Ally has to get that into his charges' heads before they go out onto the park.
He has to make sure that the likes of Fraser Aird, Cammy Bell, Bilel Mohsni, Lee McCulloch and Lee Wallace match the intensity of their opponents.
Rangers have kept their unbeaten run going in the league. But they have not been performing well.
They will have to raise their games collectively and individually and produce football of a higher standard to overcome a team from the Championship.
This game is by no means a gimme. If they think they just have to turn up to collect the silverware they'll be found out.
No, they just have to roll up their sleeves and get tore in. If they don't then there will be consequences.
It is a big game for Rangers. Yes, it is 'only' the Ramsdens Cup. But it will be an important milestone on 'The Journey'. Victory is important for the club and the supporters.