The 26-year-old believes the Magpies could yet be dragged into the battle at the bottom despite their last-gasp win over Fulham on Sunday
Papiss Cisse netted a late winner against Martin Jol's side to fire Alan Pardew's men 13th in the Premier League, five points above the drop zone.
Marveaux is keen for Newcastle to beat against local rivals and relegation candidates Sunderland on Sunday and insists the aim is to reduce the pressure at the club towards the end of the season.
He told the Northern Echo: "I don't think we're safe yet. Obviously it was important to get the three points because we now have a difficult game on Thursday [against Benfica], and then the most important game on Sunday.
"It was good to get three points to have more confidence to be able to play with less stress and pressure, but we still have to carry on winning, especially at the weekend.
"We know how important the [Sunderland] game is for the club and the fans. The situation puts even more importance on this game.
"When we play at home, we play to win, it doesn't matter what team we play. But on Sunday it will be a game we cannot lose, for the club, for the fans and to be able to finish the season with less pressure."
The midfielder also believes Newcastle are capable of overcoming Benfica and reaching the Europa League semi-finals - despite trailing 3-1 from the first-leg in Portugal.
He added: "We have two goals to score and we can't concede any. We just have to get ourselves ready because everyone is pretty tired after the last two games, but hopefully we'll be able to score quickly and that will make it a different game.
"We'll be trying to get an early goal because that could be important. We have the quality to beat them, although they were a very good team when we played them away. I think they can score as well so we will have to be solid."