Delgado will start Friday's game against Julio Teheran, a pitcher he played with during his time in Atlanta's system.
"A little excited, because I'm going to the city where I pitched," Delgado said. "But Martin and I, we want to just go there and play a normal game."
Prado has a much longer history with the Braves, having played with them for seven seasons.
"It's going to be good," Prado said. "There's a lot of people that I know that helped me along the way in my career. I know that it's going to be good to see them and show them my respect. It's emotional, but I think this is something different in my career, and I'm looking forward to playing against my ex-teammates and having a good series."
Prado stays in regular contact with Braves legend Chipper Jones, who will have his jersey retired before Friday's game.
"It's going to be pretty cool," Prado said. "He's a franchise guy and everybody loved him there, so it's going to be special."
Right-hander Zeke Spruill also came over in the trade, but he had not played at the big league level for the Braves.
Steve Gilbert is a reporter for MLB.com. Read his blog, Inside the D-backs, and follow him on Twitter @SteveGilbertMLB. This story was not subject to the approval of Major League Baseball or its clubs.