Everything is up for grabs in the second leg of Al Ain and Al Ahli's Round of 16 clash on Wednesday after the first leg ended in a 0-0 draw.
Dalic is wary of the fact that if Al Ain concede a goal during their match on home soil, they will need to score twice to advance due to the away goals rule.
"Before the beginning of the season I had two goals: take the championship and qualify for the Champions League quarter-finals," Dalic told The National. "We have done a hard job, but we have a hard job left.
"I’m sure my team will give everything. We have a positive result from the first game, so we don’t have any reason to be nervous. I’m sure my team will create chances, but we have to play good defence and be careful about the counter-attack.
"It’s simple: my players must play a smart game and be calm."
Even though expectations are high for Al Ain as they have yet to be defeated in the tournament, Dalic insisted that his side will not bow to the pressure.
"For Al Ain, it’s 11 months of pressure, pressure every day," he said. "It’s a big club. Everyone expects results. I’m ready and my players are ready for this pressure.
"I’m not afraid of anything tomorrow. I’ve repeated many times, I trust my players. They understand what this game means for us. I know we’ll play a fantastic game, that we’ll do everything to finish with a good result.
"But believe me, for us, this game will be the most important this season."