The forward is content with his side's start to the season and insists all of his team-mates will be working hard to maintain their impressive league form
The Rojiblancos currently sit second in La Liga after an impressive first half of the season that saw them win all nine of their opening home games and half of their eight away games to date.
“We are heading in the right direction, the coach always says to take each game as it comes. Every match is just as important as the last for us," Adrian told AS.
“We want to get as far as we can in every competition. The hardest task will be to remain consistent for the rest of the year, but we will work hard."
Atletico travel to 16th placed Mallorca on Sunday and the 24-year-old forward is not expecting an easy return to action after a two-week winter break.
"It will be a difficult game, they really need points and will be playing at home. We know that it will not be easy."
As exclusively revealed by Goal.com, Adrian remains a January transfer target for Arsenal, with Arsene Wenger's men currently in talks with Atletico and preparing a second bid for the forward.