The Red Devils lost 4-3 at Danish side FC Copenhagen on Wednesday.
Just three points from their four matches played so far means that Manchester United are bottom of their group, with matches against Galatasaray and Bayern Munich still to come.
Manchester United's defeat in Denmark came despite taking a two-goal lead through Rasmus Hojlund but Marcus Rashford's 42nd minute sending off turned the game on its head and Copenhagen took advantage of their numerical superiority.
“We have a mountain to climb, so we must climb,” captain Fernandes told UEFA after the defeat at Parken.
“We have two games and we have to win those two games.
“Before tonight, our aim already was to win our remaining three games. We couldn’t win today. We have to win the next two.”
Fernandes continued that theme when speaking to MUTV, saying: “You have to win them if you want to keep in the Champions League and stay in the best competition.
“We have to win against the best, so we have a really tough game away against Galatasaray and after, we play against the top of the group.
“We want to win both but now we have to focus on Luton (in the Premier League on Saturday) because it’s going to be a tough game again.
“We need three points in the league, we need to get back to the winning track after this defeat and keeping on the winning track in the Premier League.”
