The Catalans have won just 10 points on the road this season, in contrast to their strong form when playing at the Estadi Cornella El Prat, where they have taken 22 points.
With just 12 matches remaining in the season, Aguirre said it was now vital for his side to get as many points as possible, regardless of where they are playing.
Although relegation no longer looks a worry, Aguirre said: "I wish we were capable of winning away from home, because we need to. With the league season reaching its climax, every team is giving away less and less."
The Mexican had many words of praise for Vallecano and outlined how he planned to leave Madrid with a positive result.
"Rayo are a great team, a very attacking team, they have good reference points up front and have a lot of technically gifted players," he said.
"They play fast and fluid football and we need to make them feel uncomfortable."
Espanyol's all-time top scorer Raul Tamudo will face his former side again in Rayo's colours, and he is looking forward to playing against the club where he spent 17 years.
"Footballers look forward to every game regardless of who it is against but this is going to be a special match. After spending nearly all my life at Espanyol it's always fantastic to play against them," Tamudo said.
The striker expects a tough match against his former employers, who he said have changed dramatically since Aguirre became coach in late November.
"Espanyol have improved a lot, they are a completely different team from the one they were three months ago," Tamudo said.
"The change in coach has had a positive effect on them, they are a tough side, strong in defence and rock solid, like all of Aguirre's sides. It will be difficult to score against them."
Rayo will be without suspended centre-back Jordi Amat for the match but forward Piti has been named in the squad, despite fracturing his forearm during the week.
Samuele Longo and Cristian Gomez have been left out of Aguirre's squad for the trip to Madrid due to footballing reasons.