Former Valladolid boss Mendilibar has replaced previous coach Jose Antonio Camacho, who was sacked last week, and the new man is keen to make an instant impression.
"Us coaches always ask for more time, but we don't have time," he said.
"We have to start performing right now."
"People seem excited," he said. "But excitement comes and goes.
"We have to give something to the fans to make sure that excitement continues - we have to do things well to make sure they support us right through the game."