Atleti won the first leg at home 1-0 thanks to an early goal from Saul Niguez.
But Robertson has reminded the Spaniards that they will have to finish off the tie at a raucous Anfield on March 11.
Speaking to BT Sport, the Scot said: "The corner just ricocheted, it was tight but onside. We gave them the best possible start and that gets the fans behind them and then they start falling over and getting under the skin a bit.
"We put in a decent performance and we know we can be better. We've got a second leg to put it right.
"They celebrated as if they won the tie after the game. They are coming to Anfield and we know our fans will be there."