A win in Rotterdam will see Atletico reach the round of 16.
Azpilicueta said: "The match against Feyenoord is like a final, as if it were a qualifying round where we have the chance to win and qualify. They are a difficult opponent. They demonstrated it here in Madrid, when they made things very difficult for us, but we have to go there with our ideas.
"We know that by winning we are in the next round and when you have an opportunity like this you must not miss it. We need to score points, qualify and I think it's an important objective for everyone.
"The Champions League cannot be won either in September or December. Even if you have a spectacular group stage, if you reach the round of 16 and don't progress, no one will remember the group stage you played. The important thing is to be there, keep going and get to the end, which in the end is what matters.
"Are we in trouble? It happens that you are faced with the best rivals in Europe. So obviously the pace is different. You meet teams that play differently. I think everything is going very well. On the other hand, if these teams are there it is because perhaps they won the championship the year before or because they have talented players and play well as a team.
"In the end you also have to evaluate the rivals in front of you. In other words, I don't see it as an obsession that weighs on us, but rather that there are tough opponents and that the pace of the championship is different."