Anfield has been an impregnable fortress for Everton since they last won on enemy territory on September 27, 1999.
Baines said: "We have gone there in form but not come away with the wins that we perhaps should have done. It's a tough place to go. I wouldn't say we feel intimidated.
"Look at Fulham. They have got a poor record at Goodison but I doubt they are affected psychologically coming here.
"We haven't had enough results there (Anfield) and we have got to try and put that right."