The reigning champions fell three wins behind league leaders United following Sunday's 2-2 draw with Liverpool but there is still plenty of confidence around the Etihad Stadium as City look to chase down their neighbours.
"We have got to be (confident)," the England goalkeeper said.
"There is no point turning up otherwise. We have got to win every game and look not to drop any points. It is a good challenge for us.
"We will always be in it, but unfortunately it's a big gap, getting too big for our liking.
"You have to move forward, and that means we have to beat Southampton next week. We are nine points behind with 13 games to go, so we need the win."