Carlo Ancelotti's team have only lost once at home this season but Enrique, who made over 150 appearances as a player for Real, wants his men to be positive when they take on the capital club.
"Our intention is not to defend a 0-0 because that would be ridiculous," he said.
"We must try and make life difficult for our opponents as much as possible, and to do that we have to defend well and attack very well.
"If you told me what I need to do to pick up a point at any cost then I'd do it. I have an idea of playing football where we work to harm the opposition with the ball, and I still have faith in that."
Real have also beaten them in their last three league meetings, but Enrique remains upbeat about causing a shock.
"If any of us thinks we have no chance of causing them problems then we might as well forget it and go home," he continued.
"Hopefully we can play at our highest level and remain competitive throughout. It’s no use just doing it for 20 minutes and we have to be good both defensively and in attack."
Celta have only won once in their last five Liga matches and find themselves fourth bottom of the table.