The Dutch champions know that a win in their home clash would guarantee their place in the last 16, while a draw would be enough if Manchester United lose to Wolfsburg in Group B's other game on Tuesday.
Hendrix has urged his PSV team-mates not to consider the match in Germany and focus on their own jobs in the final matchday.
"It will be a tough match and CSKA will punish us if we make any mistakes," he said.
"They are deadly in transition from defence to attack. There is a lot at stake for us, we play to win. We are only concentrating on ourselves.
"Of course it would be a boost for Dutch football [if PSV qualify]. We are ready for Tuesday and we know what is required."
PSV last qualified for the knockout stages back in the 2006-07 season.