The Blues have already beaten United this season, when Alvaro Morata headed home the only goal of the game from an Azpilicueta cross at Stamford Bridge in November, and a victory at Old Trafford on Sunday would move them level on points with the Red Devils.
With the fight to finish in the top four becoming tighter by the week, taking points off their direct rivals could prove decisive at the end of the season.
"The next game is always the most important because it's where you can get the three points," said Azpilicueta.
"At the moment we are getting closer and closer to the end of the season, so we have to get the points."
The defender added: "After two tough defeats a few weeks ago the team responded with two wins against West Brom, and then Hull City in the FA Cup.
"Against Barcelona it was also a great performance from the team, nearly perfect. Now we have a tough game on Sunday and we have to turn our heads to the next target, the Premier League, and try to get as high as possible."