Victory in Freiburg last weekend would have taken the Foals up to sixth in the table and left them just a point behind fourth place.
That knowledge, according to Favre, led to them getting ahead of themselves and not focusing on the task in hand, which is why he does not want them to see where a win against struggling Greuther Furth would get them until they have accomplished that task.
"I had the feeling in Freiburg that many of our players had the table on their minds," he said.
"That is fatal because we forgot to play football, particularly before half time.
"We would be well advised to think on a game-by-game basis."
With such a drastic squad reconstruction last summer after losing Marco Reus, Dante and Roman Neustadter, Gladbach did not even imagine repeating their fourth-placed finish from last term, which is why the club's director of sport Max Eberl has tried to lower the expectations.
"We are playing a decent season so far and are in the hunt for a place in Europe, but our aim from the start of the season was a place inside the top 10 and we are on course to achieve that," he said at a press conference.
"We know what the stakes are and what we have got to do to be successful."
Three points against the side currently sitting bottom of the table are nevertheless essential in keeping their hopes alive of a second straight European campaign.
"It's not easy to play against them," added Favre. "Nevertheless, of course we want to win."
Furth are just playing for honour with relegation to the second division looking inevitable, although they have not fully resigned themselves to the drop.
"Motivation should never be a problem in the Bundesliga," said their coach Frank Kramer.
"If somebody cannot gee themselves up, then they have a problem."