The Atlas Lions were tossed out of the Round of 16 on penalties after a 1-1 draw in extra-time against Benin and Belmadi says the shock result gave his side a reminder of the precariousness of the knockout stages.
“The group stage is like a little tournament, which we did well in,” Belmadi is quoted saying by Omnisport as the team prepared to face Guinea on Sunday night.
“Each game now is a final. Morocco's loss surprised me. We have to be prepared mentally so that we don't follow. We didn't exactly need a wake-up call. If we do lose, it'll be because Guinea are the better team.
“We did not come to be the first of the group, we did not come to reach the semi-final, we came for a very different goal we have not achieved for a very long time.”
The Desert Foxes have been the tournament's outstanding team so far, winning all three of their matches without conceding a goal to top Group C.
Belmadi is aiming to become the first coach to guide Algeria to Afcon glory away from home soil, with their only title coming in 1990 when they beat Nigeria in the final in Algiers.