The German has never suffered relegation in his long managerial career, but faces a huge task in maintaining that record this season.
Fulham sit 19th in the table, a point adrift of safety having played a game more than 17th-placed Sunderland.
And ahead of Saturday's crucial trip to Stoke City - their penultimate game of the season - Magath admitted his unease at the prospect of a first relegation as a manager.
"I'm always nervous, always," he said. "I think without being nervous you cannot bring 100 per cent, so I'm always nervous.
"It depends how the game goes on but I've never been relegated and I'm a little bit afraid of that situation. I don't need to know how it feels.
"I'm used to these situations. The last relegation (battle) before was three years ago with Wolfsburg.
"In the last game, 20 minutes before the end we were relegated and at the end of the game we stayed up, so I know it is very close.
"I have no doubt that we have to fight until the last game of the season."
