The Spain striker, a loan target for Arsenal in the January transfer window, underlines the importance of Tuesday's match for the Bianconeri's Champions League ambitions
The Serie A champions have collected just two points form their opening three games and desperately need a victory against Los Blancos if they are to reach the knockout stages of the competition.
"We cannot afford to make any mistakes against Madrid. We are playing at home and must show that we are a strong team," Llorente, who, as exclusively revealed by Goal, is a January loan target for Arsenal, said to Onda Cero.
"We have three games left in the group stages and every point is absolutely vital for us."
The Spain international also briefly looked back at Juve's 2-1 loss at the Santiago Bernabeu in October and feels that they were the victim of some questionable refereeing decisions.
"The referee did not have the best of games at the Bernabeu," the 28-year-old remarked. "His decisions hurt us."