Defeat at Udinese would see them fail to make the last 32 but a positive result - providing they at least match Young Boys' display at home to Anzhi Makhachkala, who have already booked their place in the knockout stage - would see them go through.
"It is very important for us. It is a competition we all want to do well in and we've never felt at any moment that we want to be out of it," said Rodgers, dismissing suggestions his side - currently 11th in the Barclays Premier League - would be better off out of Europe.
"We've had one or two frustrations at home but ultimately if we qualify tomorrow it will be terrific considering everything we've been through," he added.
"Then we can put it to bed and get ready for February.
"It hasn't always been smooth but we are hoping in the future we are creating something here which can allow us to have a good future going forward. We are doing the dirty work at the moment in trying to get through all the rough times but I have enjoyed every minute of it (Europe). It has been a great learning experience for us.
"I have seen lots of things which have been real positives. Ultimately we go into the match tomorrow with it in our hands and we will look to get the result which takes us through and there will be no-one more delighted.
"It can make it more difficult because Udinese are playing with more freedom and they know the result doesn't determine their destiny. They won't have the pressure of having to qualify for a draw or a win.
"My only real concern is about ourselves, looking to control our own game and if we can do that we can get the result which takes us through."