It has been suggested that because of injuries, next weekend's fixture against Liverpool and United's position in the group - top with maximum points from two games - a win is not essential.
Ferguson, however, will not talk so negatively.
He said: "I don't agree with 'can afford not to win'. We will definitely try to win.
"It would put us in a fantastic position with nine points. That is the incentive for us tomorrow night."
Ferguson also has few concerns about the artificial surface at the Luzhniki Stadium.
He said: "CSKA Moscow are a good football team. They love to keep the ball down all the time and that has a lot to do with the pitch. It is a true pitch and the ball will stay on the ground as long as you want to pass it there.
"That way you can control the speed of the game.
"On this particular type of pitch, if you start lifting the ball, that's when your problems start.
"They're used to it. They've got the experience of playing on it which we don't, but the one advantage we've got is most of our players are good footballers."