Valencia kicked off their campaign with a 0-0 draw at Genk a fortnight ago, and Soldado says that result means their game with Chelsea has become even more pivotal if they are to progress.
"Our objective in Europe is clear: to win three matches," Soldado told skysports.com.
"Chelsea are the most difficult rivals in the group but each match is different and we will fight for every victory.
"We are obliged to win against Chelsea because a negative score makes our future in the Champions League very complicated.
"It will be a hard match, similar to that against Barcelona in La Liga [a 2-2 draw at home last week]."
The game will see former favourite Juan Mata return to the Mestalla, and Soldado is certain the Chelsea man will receive a warm reception.
He continued: "I am convinced that the Valencia fans will receive Juan Mata well. Juan is a friend but Valencia have much at stake in this match.”
Meanwhile, the striker highlighted the threat that opposition forwards Didier Drogba and fellow countryman Fernando Torres will pose.
“Drogba is one of the strikers whom I admire because of his style, character and work rate on the pitch, I will try to get his shirt after the match,” he added.
"Nobody doubts the quality of Fernando Torres but the strikers do not always find it easy. They need to be patient about him at Chelsea but I hope that this week he does not score against us."