The midfielder says the national side's response to its humiliation last week is absolutely key as it prepares to face Chile on Wednesday.
Vicente del Bosque's men take on Chile in their second World Cup Group B fixture Wednesday, hoping to bounce back immediately from their early disappointment.
Critics have suggested Spain's famous "tiki-taka" approach has been exposed, but Mata insists La Roja must persist with their current style of play if they are to make an impact at this year's tournament.
"Only think about winning and improving," he said. "We must keep trusting in our style. It has led us to success. I am more proud than ever belong to this group, which is like a family."
The reigning world and European champion will face its South American opponent in the Maracana — the same stadium in which it was humbled in the Confederations Cup final by Brazil last summer.
"The Maracana is a mythical stadium. It is a large field that can come in handy to our game," Mata said. "The Maracana is special for anyone and I hope the result will be different from the end of Confederations Cup. We need the three points."