City's win at Leeds yesterday brought them within two points of the Premier League leaders, which host Chelsea tonight.
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After the win at Elland Road, O'Reilly said: "Now we just have to keep applying the pressure: every three points count. We have to keep moving forward, we still have to face Arsenal here at home.
"There are teams fighting and chasing us; it's a difficult situation, but we have to stay united and not give up. There's a lot more pressure because we go onto the pitch knowing we have to win."
He added, "helps you a lot to have the trust of players who are world-class, who have immense experience, who have played in every competition and won everything. That's a big deal."