Roberto Mancini's men will have to overcome a 1-0 defeat to Sporting if they are to reach the Europa League quarter-finals on Thursday.
The game comes on the back of a 1-0 loss at Swansea that cost City their place at the top of the Premier League to bitter city rivals United.
But the experienced Holland international has called for cool heads if they are to follow up last season's FA Cup win with a league or European trophy.
De Jong said: "We've come this far and now we've got to concentrate and fight to the end.
"It takes a lot of strength and power, but we have got a big enough and good enough squad for that. Every game now is a cup final, and it's the same for United.
"I don't think there is much advantage in being one point, two points in front now, it doesn't make much difference. We need to focus, and at the end we will see who is crowned champions.
"We knew they (Lisbon) would come out strong - every opponent comes out strong against us in the first 30 minutes now.
"They did a good job, and that's why they deserved their 1-0 win. But you have two games to get into the next round. If we want to go through, we need to win - it's that simple, and we're confident we can do that.
"But our main goal is the Premier League, that doesn't change. But we're still in the Europa League and for us, the only way we can succeed this season is to win one of the prizes.
"After we won the FA Cup, everybody is hungry for more. That's how it has to be at this club, and we will be very disappointed if at the end of the day we have no trophies."