And coach Jagoba Arrasate is hungry for more success.
Atletico, who finished one place above the Basque outfit in La Liga last season, have begun the new campaign by beating Sevilla 3-1 and Rayo Vallecano 5-0.
Arrasate lavished praise on Diego Simeone's side ahead of this weekend's encounter, but believes his own team have what it takes to win the game.
"Atleti are the most in-form team in the league and we'll have to make an almighty effort if we are to beat them," he told a press conference.
"They play with great intensity, but I believe that we have proved that when we play at home we are a reliable team. But of course, if we don't perform, we won't be able to get anything from the game."
He added: "We want to win the game so we can get to seven points and round off the start of the season on the right note."
The coach revealed defenders Carlos Martinez and Daniel Estrada would miss the game after failing to recover from injuries, with Liassine Cadamuro and Joseba Zaldua taking their places in the starting line-up.
Centre-back Inigo Martinez has received a call-up to Vicente Del Bosque's Spain squad for the upcoming World Cup qualifier against Finland and a friendly with Chile, and reckons the entire Sociedad team should take credit for his achievement.
"Even though I'm the one that's been called up, this is a reward for everyone in the team," he said.
Atletico travel to San Sebastian after losing the Spanish Super Cup to Barcelona on away goals, but Simeone insisted his players were positive about their performances in both legs against Gerardo Martino's side.
"It's difficult to comprehend not winning a trophy considering you haven't lost a game, but the reality is that the other team are the champions," he told reporters.
"We gave a very good showing of ourselves. We competed with the best team in the world over 180 minutes and only conceded one goal, but we got nothing from it."
The Argentinian coach acknowledged Sociedad would be in high spirits following their success in the Champions League, and highlighted the team's quality in midfield, predicting "a hard fought game, with little space and a lot of speed, which will be very difficult to win".
Atletico have no injury concerns ahead of the trip to Anoeta.