The Brazilian wing-back is eagerly anticipating Wednesday's cup encounter and has stressed that Valencia will prove a stern test
The Blancos recorded a 2-0 home-win in the first leg last week, but the Brazilian defender has warned his team-mates not to underestimate Valencia ahead of the return.
"We will do everything we can to progress. We know that if we make any mistakes we could be out of the competition," Marcelo told bwin.com.
"We always go all-out to progress in every competition we play in. We feel confident because we are playing well and hopefully we will progress.
"We have to be wary of all their players. Valencia are strong and playing there is difficult, for the fans as well. There is not any particular player to watch, but instead the whole team should concern us."
Wednesday's match is scheduled to kick off at 21:30CET.