Athletic are at Old Trafford for the second-leg of their Europa League semifinal, needing to overturn a 3-0 deficit.
Yeray said in his media preview on Wednesday: "Since the end of the first leg, with the support of our fans, this possible comeback began.
"The team is confident, we've worked with the knowledge that anything can happen, and at any moment in football things can change.
"It's every player's dream to play this kind of game. I know how difficult it is to reach a semi-final like this, and even more so after so many years without getting into Europe."
Pressing and pressure
Like Athletic coach Ernesto Valverde, Yeray insists the first-leg was decided by Dani Vivian's first-half dismissal.
He said, "Those minutes you saw at San Mames before the sending-off is the football Athletic want to show.
"We have to press them up front, generate as many chances as possible and try to turn that into goals.
"If football smiles on us, we'll manage to turn it around. If for whatever reason we don't manage it, the team will give 100%."
We'll give everything
Athletic must face United without the Williams' brothers and Oihan Sancet, but Yeray says the team is still strong enough to win at Old Trafford.
He said: "If you're feeling pessimisitc, it's because you have little faith in Athletic's players.
"There are 25 of us, they're important players, but you can imagine the substitutes’ desire to play in this semi-final.
"I was in the stands in the Copa final and I wanted to be there, I would have given everything. We're a team and we're all really looking forward to playing tomorrow and competing on the pitch and giving our all."