The former Real Madrid striker said: "Against a team like Barcelona and the players they have, if we concede early goals it will be very difficult to come back, especially away from home, so as a team we will certainly have to be more focused on the defensive side of our game."
The France international believes there will only be an advantage in the return leg at Stamford Bridge if they return from Spain with a good result.
"It is important to get a good result in the first match," said Anelka. "If you lose that one by a big score the tie is almost finished. So it is very important for us to get something from the Nou Camp.
"If you want to win this trophy you know you will have to be able to beat a lot of very good teams.