The Argentine coach thinks the Basque club have what it takes to avoid relegation this season and is targeting three points against the bottom-placed side on Saturday
Last year's Europa League finalists are currently six points clear of the drop in La Liga and take on los Bermellones in their next game who lie at the foot of the table, four points clear of safety.
The 57-year-old believes his side to are completely responsible for being in the bottom half of the table but is adamant that they will survive the drop and that luck will not play a part in it.
"Athletic need the points as much as Mallorca," the Argentine coach told reporters on Friday.
"There's no more difficult a situation than the one we are in. We are responsible for it but we will not stop fighting to get out of it.
"I can see the evolution of this team very markedly. I have the conviction that we will overcome this, not by chance, but deservedly."
Bielsa joined the Basque outfit in 2011 after serving as the coach of Chile and Argentina national teams.