City are six points behind the Reds and cannot afford to lose.
But Fernandinho says the Sky Blues will not play for a point.
"We go there and try to win the game," the Brazilian said. "The mentality is always try to win the game, as we did [against Atalanta] from the first minute."
Asked if it was a match City cannot afford to lose, he added: "As I say to the lads, with a game like [against Atalanta], if you can't win, you don't lose.
"One man down, both keepers went out for different situations. I think that's the spirit of the lads, for sure.
"As I say, we go there Sunday and try to win the game."