A staggering summer outlay of more than 250 million euros and home advantage for the final has seen Real Madrid put themselves under immense pressure to win the Champions League this season.
However, the record nine-time European champions first have to come from behind to eliminate French side Lyon who arrive for Wednesday's last 16 decider at the Santiago Bernabeu holding a 1-0 first-leg lead.
Real have been unstoppable in the league at home, winning all 13 games but in Europe their dominance has not been as overwhelming losing 3-2 to AC MIlan at home in this season's group stage while Liverpool and Juventus both won in Madrid last season.
Lyon's clean sheet in the first leg means a vital away goal would force Real to score three goals to progress as they go all out to reach the final at their Bernabeu stadium on May 22.
"We are up for coming from behind against Lyon," said Guti, a three-time Champions League winner with Real. "If they score it will complicate things but with the signings we have made we have to give everything to get through.
"It would be a failure not to get past the knockout stage against a rival like Lyon who are good but not one of the big European sides."
Lyon, third in their domestic league, may not have the grandeur of Real but they are seasoned campaigners in the Champions League and have outperformed Real in the past five campaigns, reaching the quarterfinal stage in 2005 and 2006.
"We really believe in our chances, even if Real (Madrid) remain the favorites," said Lyon's Brazilian captain, Cris. "It's just a match with 11 against 11 and we are not worried about their stars."
Real have been a disappointment in Europe in recent seasons failing to reach the quarterfinals since 2004 and coach Manuel Pellegrini is under pressure to put them back among Europe's elite, particularly after the massive summer spending.