Former Ibrox players including Graeme Souness, Richard Gough and Ian Durrant have appeared in videos on Rangers' social media channels urging supporters not to let the club down when they are in Spain for the Europa League final.
The former Gers heroes told fans to represent the club well when they travel for Wednesday's encounter with Eintracht Frankfurt.
Durrant said: "Be respectful, Bears. Go and enjoy yourself, have a party and bring the cup home."
Souness said: "Have a party but make sure you behave yourself because you're going there as an ambassador for our football, our great football club, the great Glasgow Rangers.
"You must go there and behave otherwise we'll get all the trashy headlines which will damage us for a long, long time. Please go there and behave yourselves and have a super time."
Sutton could not resist the temptation to have a laugh at Celtic's rivals and issued his own message on his Twitter account.
Wearing one of his old Celtic tops, the pundit said: "Hello there to all the Rangers fans out there in Seville. I'm just following on from the messages from Graeme Souness, Ian Durrant and Richard Gough.
"Please just behave out in Seville and try not to let yourselves down.
"Okay, come on, do the right thing guys. Be good and behave - and don't do anything naughty out there. Okay?"
Tens of thousands of Rangers fans with or without tickets are expected in the Andalusian capital.
The previous two European finals involving Rangers have been marred by violent scenes.
Rangers were banned from European competition for a year after fans clashed with Spanish police on the Nou Camp pitch at the end of their 1972 European Cup Winners' Cup final victory over Dynamo Moscow.
There were violent scenes in Manchester city centre in 2008 after an estimated 200,000 fans travelled south ahead of Rangers' UEFA Cup final defeat by Zenit St Petersburg.
Thirty-nine police officers were injured during the trouble and a Crown Court judge later described it as "the worst night of violence and destruction suffered by Manchester city centre since the blitz".