The Argentina international wants Valencia to concentrate on their own performance and not hope that Jose Mourinho's team repeat their Osasuna display from Saturday
Jose Mourinho's side were roundly criticised for their display in the 0-0 draw with Osasuna on Saturday, but Banega believes Los Che will have to remain focused if they are to win in the Copa del Rey quarter-final first leg on Tuesday.
"Madrid are Madrid and anyone who beats them does well, but we have to focus on our game and not rely on what they do," he told reporters at a press conference.
"We're good. We have won several games in a row and the team is doing well, with sacrifice and hard work, and now we face the first game against Madrid, which is a good tie to know where we are."
The Argentina international has returned to action this season after eight months out injured with a broken leg, but he explained that he has had no thoughts regarding the injury since regaining his fitness.
He continued: "I forgot about the injury. When jumping onto the pitch I do not think about it or play with fear. I simply try to do well and strive for the good of the team."
Fans of the Mestalla outfit have regularly protested against president Manuel Llorente after a number of seemingly poor decisions, especially the sacking of coach Mauricio Pellegrino, but the 24-year-old called on the supporters to get behind the team while the game is being played.
Banega added: "Something was said, of what had happened, but the important thing is to be all united by a common cause, which is that Valencia win and are as high as possible in the table, and try to leave the other side of things."