Diego Simeone called on his Atletico Madrid side to prove they are among the best sides in the world on Monday ahead of a must-win Champions League clash against Qarabag of Azerbaijan.

Atletico have taken a meagre two points from their opening three Group C games to put their chances of reaching the last 16 for a fifth straight season at serious risk.

Chelsea lead the group on seven points, closely followed by Roma on five, and failure to progress would be a monumental blow to both Atletico's prestige and finances just months after moving into the 68,000-capacity Wanda Metropolitano stadium at a cost of 310 million euros ($360 million).

"You always want to improve, to win, to match the club's objectives," said Simeone.

"We want Atletico to be amongst the best sides in the world. It'd be bad if I wasn't worried."

Under Simeone's tutelage Atletico have twice reached the final and have also appeared in a semi-final and quarter-final in the Champions League over the past four seasons -- only to fall to cross city rivals Real Madrid on every occasion.

However, a lack of a cutting edge up front has cost Los Rojiblancos dear both in the Champions League and La Liga so far this season and they passed up a number of chances in drawing 0-0 at Roma and Qarabag.

The return of Diego Costa from Chelsea for a reported club record 55 million euros will help solve that problem once a one-year FIFA ban on Atletico registering new players ends in January.

But Simeone's men will have to cope without Costa to make it out of the group stage.

"Our success in the last few years in all competitions means that if we don't get excellent results there's criticism," added Simeone.

"We need to live with that if we want to achieve excellence. We have a responsibility tomorrow (Tuesday). It's an important match for the club, the fans, the players and for me."

In search of a psychological boost, Atletico trained at their old Vicente Calderon stadium on Monday as a reminder of the European giants such as Real Madrid, Barcelona and Bayern Munich they have beaten on home soil in the Champions League in recent seasons.

"It's always great to go back there, we've got great memories," said Atletico captain Gabi.

"It was a logistics thing more than anything, though. Hopefully tomorrow we can start to create memories here at the Metropolitano."

And the 34-year-old midfielder called on Atletico to use the European experience they have amassed in recent seasons to remain calm under pressure.

"We know we have no margin for error tomorrow but we've played bigger games. We can't afford to be anxious."

Atletico are again without the injured Koke and Yannick Carrasco, so Simeone is expected to stick with the side that started Saturday's 1-1 draw with Villarreal.

Qarabag registered their first ever Champions League point by frustrating the Spaniards on home soil two weeks ago, but coach Gurban Gurbanov believes Atletico's perilous position makes it less likely lightning will strike twice.

"They'll be even more dangerous than usual given the fact they've got two points," said Gurbanov.

"It might be hard to surprise them. They're always up for it and come out motivated to win.

"We'll play in front of some amazing fans and hopefully my players can respond to that pressure."

Qarabag are also without top scorer Dino Ndlovu after he was sent off when the sides met two weeks ago.