The Spaniard has called for focus from his Manchester United teammates as they prepare for an atmosphere at the Anoeta, which he admits can be intimidating.
A win for United would see it earn 10 points from its opening four games and on course for qualification to the knockout round for eighth time in the last ten years.
A second-minute own goal from Inigo Martinez saw David Moyes’ side narrowly triumph 1-0 at Old Trafford two weeks ago, and De Gea is wary of the atmosphere awaiting the players on Tuesday.
"We want to win on Tuesday and continue the good form we’ve shown in Europe so far," De Gea told the club’s official website. "We know that if we get the three points we’ll have one foot in the knockout rounds, but it won’t be easy. Real Sociedad showed they are a strong team when they came to Old Trafford, and they’ll be even stronger at home in front of their own fans.
"I’m looking forward to the match a lot. It’s a great stadium and San Sebastian is a very special city. I think their fans will create a very good atmosphere so it should be an enjoyable game."
The 22-year-old keeper also said he's looking forward to returning to his home country.
"It’s always a good experience to go back to Spain and, of course, doing so wearing the Manchester United shirt makes me very proud," he said. "I’ve played for United in Spain against Madrid and Bilbao and it was very special."
Sociedad are yet to win in the competition this year, scoring once in the opening three games, while United's draw against Shakhtar Donetsk was the only time the English club dropped points.