Roberto Di Matteo's side will be tasked with turning around a 3-1 deficit against the Serie A outfit in the second leg of the last-16 tie at Stamford Bridge.
Spanish midfielder Mata insists the Londoners can beat the odds after disposing of Stoke 1-0 in the Premier League at the weekend.
He said: "It is like a final and we have to win at least 2-0. But I think we can do it.
"We are confident after beating Stoke on Saturday.
"We will try to give 100 per cent to qualify. Nothing is impossible and at Stamford Bridge we've had good results in the Champions League.
"All the supporters will be cheering for us. It's a final for us and we can do it.
"From the first minute we have to try to create chances to score. We know they have very good strikers."
Mata, who scored Chelsea's only goal in the first leg, believes Saturday's win and their FA Cup fifth-round triumph over Birmingham last week have given the Blues a boost.
He added: "I think the team is still believing and working very well. These two wins bring a lot of confidence."