Real must overturn a 1-0 deficit from the first-leg to progress.
Manuel Pellegrini's side were poor at the Stade Gerland, but they have been in fine form domestically and Saturday's thrilling last-gasp 3-2 win over Sevilla saw them replace Barcelona at the top of the Primera Division table.
That also continued Madrid's 100% home record in La Liga with 13 wins out of 13, took their current winning streak to seven games, and means they have scored 13 goals in three outings since their last meeting with Lyon.
A confident Ronaldo, who helped Manchester United conquer Europe in 2008 prior to joining Madrid last summer, said ahead of the visit of Lyon: "The team is in great form, we are playing at home and we can do better than in Lyon, therefore I'm confident we can give a good response and that we will get through to the next round.
"We have to go out with a winning mentality and look to score goals.
"We didn't score in the first game, but I hope it will be different on Wednesday.
"We already know about Lyon, there are a physically strong team but now we are playing at home," added the Portugal international, who has urged his side's fans to play their part on Wednesday.
"Against Sevilla they were fantastic. I hope they are the same on Wednesday because that would be key to giving us confidence, to help us play well, and to win.
"With everyone together we have to show Lyon that in the Bernabeu we are in charge.
"We know that it's difficult but it's possible. We are going to do everything from the first minute to the last to get through the tie."