The 25-year-old says the Blancos must focus on the task in hand before their semi-final place is secured, but adds he is not worried about the atmosphere in Istanbul on Tuesday
The Liga giants head into the conclusion of the tie with a healthy advantage after their 3-0 victory at the Bernabeu last week, prompting some to believe Tuesday's second leg is a mere formality for Jose Mourinho's men.
Coentrao, however, has stressed there is still work to be done before thinking about the semi-finals.
"We haven't won anything yet. We have a healthy advantage from the first leg, but we have to negotiate a difficult game [in the return leg] if we want to achieve our objective of reaching the semi-finals," he told reporters in a press conference.
Meanwhile, the 25-year-old also says los Blancos will be unperturbed by the intimidating atmosphere inside the Turk Telecom Arena.
"We're used to playing in atmospheres like this," he said.
"Only if we stay calm and do our job well will we get the result we want. We can't let the atmosphere get to us," added the Portugal international.