Liverpool replaced European-chasing rivals Arsenal in the Premier League's top four courtesy of a 3-1 win at Anfield on Saturday.
Wijnaldum was among the goalscorers as Liverpool — two points ahead of Arsenal and three adrift of third-placed Manchester City — claimed just their second victory in eight matches, and the Netherlands international midfielder knows Jurgen Klopp's men cannot afford to drop points in the race for a top-four finish.
"Is it about pressure? You have more pressure in the bigger games than the smaller ones and we deliver in the bigger games," said Wijnaldum.
"We have to make sure at the end of the season, we are there [in the top four].
"We have to have a good run and be confident we can finish in one of the spots but if we are going to do it like we did before, playing well and then playing bad again, then it is going to be tough for us to come in the top four.
"You can't afford to lose games. It is always possible that you will not win but it is the way you play the game.
"You must play with the same intention: to win the game and give everything you have."