Wales are aiming to qualify for back-to-back World Cup tournaments for the first time having previously played in the 1958 and 2022 finals.
They finished runners-up to automatic qualifiers Belgium in Group J – sealing home advantage for their play-off semi-final with a 7-1 victory over North Macedonia.
Bosnia-Herzegovina finished second to Austria in a group that also included Romania, Cyprus and San Marino, with Dzeko scoring five of 17 goals scored in their eight matches.
“Watching Bosnia has been a decent watch so far,” said Bellamy.
“It’s going to be a tough game. Physically they are very good, well-organised [and] good in both boxes. They don’t need too many chances to score.”
Bellamy names his squad for the game on Tuesday, 17 March, boosted by the return to fitness of Premier League players Harry Wilson and Daniel James.
His opposite number, Sergej Barbarez, has few players from Europe’s top leagues to call on as Bosnia look to reach a World Cup for only the second time since they became an independent football nation, following the separation of the Socialist Federal Republic of Yugoslavia in 1992.
“They always produced players for Yugoslavia before the break-up but a lot of their players are born elsewhere now, like Sweden or Germany,” added Bellamy.
“So their education in football is through top-tier countries and then they go back to Bosnia to represent the country. Their quality and football IQ is very high.”
The play-off winners will face co-hosts Canada in Toronto on 12 June, Switzerland in Los Angeles on 18 June and Qatar in Seattle on 24 June.
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