The Italian champions sit third in Group B ahead of their meeting with the Spanish side and defeat could leave them five points off the second qualifying spot.
Galatasaray will be expected to take three points against bottom side Copenhagen - who have picked up just a point so far in the group - and Llorente is eager to Juve keep their chances of reaching the knock-out stages alive against a team that beat them 2-1 in the reverse fixture last month.
"There are three games left now and the points are vital for us," the Spain international said.
"Playing at home we must show we are strong. Against Madrid we cannot commit any errors, we have already shown we could play a good game at the Bernabeu."
The 28-year-old, who moved to Turin from Athletic Bilbao in July, also claimed that the level of officiating was not up to standard in the game in Madrid.
"I believe that the referee did not have a good day at the Bernabeu," he added.
"He penalised us with his decisions. We were annoyed by that."
