Atletico's hopes suffered a double blow last week as Madrid won the first leg of this tie 3-0 at the Bernabeu and they then had to watch their city rivals take over top spot in the Primera Division after suffering a shock 2-0 reverse to struggling Almeria.
Three goals may prove too big a margin for Atletico to overcome - even on home soil - this week, but Turan insisted he and his team-mates will give everything to get their season back on track.
"We did not deserve the result at the Bernabeu," he said in Marca. "But we are Atletico and we never throw a game. We'll give our all in the second leg.
"The season has been good but the most important thing is to finish in the strongest way possible.
"We will continue doing our best to achieve the club's objectives."
Madrid boss Carlo Ancelotti will not be counting his chickens yet but does have at least one eye on the Copa final, confirming that Rafael Varane will come into defence to allow either Pepe or Sergio Ramos - each one booking away from a suspension in the competition - to sit the game out.
"Varane needs to play at the moment and one of them (Pepe or Ramos) will be rested," he said.
The Italian has told his players to ignore the aggregate score and focus on achieving another good result.
"We have an important advantage, but we need to play with the same concentration and attitude to avoid problems," he added.
"We should not change our philosophy and we must show intensity to have the ball. It's best not to think that we have this advantage.
"It will be a difficult game because the opponent is very strong."