Spain coach Luis Enrique is yet to call on Azpilicueta, with the final group game this week against Slovakia.
Azpilicueta said, “The 24 players that are here train and fight to play. The coach is the one who decides. In my hand I have to train in the best possible way and fight for the position. We all want to play, but right now we don't know anything."
Asked about the lessons learned from Chelsea's Champions League triumph, he also said: "It taught us not to give up. Many people give you up for dead. In January with Chelsea they thought us out of the Champions League and that we were not going to finish in the top four in the Premier, but that teaches you that you cannot give up.
"We have to improve and go for the next game, since this is very long. We all have to row in the same direction."