Anything other than a victory for City will end their interest in this season's Champions League.
"When you play an important game like this against Real Madrid, there will be pressure but you want games like this. It is important for us to do a good job," he told Sky Sports News.
In theory City could still finish level on points with Real and Borussia Dortmund but he admits this is an unlikely scenario.
"It is possible but I don't think that Real Madrid will not beat Ajax at home, or Dortmund. It was a difficult group when we started and now it is very difficult because we did mistakes in the first two games," he added.