Last week's 2-0 loss at Barcelona left Valencia (65) four points adrift of reigning La Liga champions Atletico Madrid (69), who occupy the third and final automatic qualifying spot for the Champions League.
Fifth-placed Sevilla (63) are only two points behind Valencia for the qualifying-round position with six matches remaining.
But Gaya said his team-mates cannot dwell on their defeat at the Camp Nou.
"There are six finals left and what we have to do is win the first, which is against Granada on Monday," Gaya told Valencia's website.
"From there we will continue looking at the fixtures, but what's most important is the Granada match because a lot is at stake.
"What we have to continue doing is working as we have done until now and focus on the objective of the Champions League, which is very nice and very exciting.
"We have to keep looking ahead, prepare well for the match against Granada and produce a good week in training."
After Granada, Valencia will take on Rayo Vallecano, Eibar, Real Madrid, Celta Vigo and Almeria.
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