Sebastian Larsson fears that relying on other teams to drop points will result in Sunderland getting relegated from the Premier League.
The club's top-flight status hangs in the balance, with Dick Advocaat's side sitting in the bottom three ahead of Saturday's visit of Southampton.
"We've got to win on Saturday and do everything to make sure we get the three points," midfielder Larsson told the Sunderland Echo.
"You never want to be in the relegation zone.
"But, on the other hand, we've been in or around it for a long time now with a few other teams.
"Now, for the first time, we've dropped in, so let’s use that; let’s realise that we've got nothing to lose.
"We've got to win and get out.
"We can't rely on other teams to lose, because if that happens, we're down."
Sunderland close the season with trips to Arsenal and Chelsea, increasing the pressure on them to get points from this weekend's game and subsequent matches against Everton and Leicester City.
