The Dutchman has taken charge of the Foxes through to the end of the season.
Van Nistelrooy, who was assistant then temporary interim head coach at Manchester Untied this season, was appointed on Friday.
He didn’t take charge of the weekend loss to Brentford, but will be in the dugout for the visit of West Ham.
“The expectations are clear,” he told reporters on Monday.
“They’re not easy, but they’re clear. We face that challenge, to maintain and play in the Premier League. That’s the big target for us, for everybody, to achieve that. I’m thinking of one thing before any game that I prepare and that’s winning it.
“When you play top teams in the Premier League, or mid teams, or lower ranked teams, it sometimes requires a different approach. The style of play is adjusted on (the question): how can we win it?
“I’m not the romantic type of manager that puts style in front of results. I love style, I love having the ball, pressing the team high, because you have more of the ball... but we’re facing opponents here. We’re not the dominant side in the league, but we want to win.”
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