Barcelona head into the game two points behind their bitterest rivals and have recorded back-to-back wins for the first time this season against Valencia in La Liga and Dynamo Kiev in the UEFA Champions League.
Real Madrid lie third on the table while the Catalans are seventh, with both teams also having a game in hand.
"I'm not under any more pressure. Being a Barca coach, I know the importance of what is ahead," Koeman said at Saturday's pre-match news conference.
"I have lost and won Clasicos as a player. It is my first as a coach with an audience, which makes it different. I'm hopeful of winning the game.
"Winning is important as it would help us continue to build confidence with all the changes we made and the youngsters that are emerging.
"We work together to improve on the field. I don't feel like this is an exam for us, but it is a Clasico and we have to prove ourselves."
"I'm a Barca coach, so it is difficult to answer, but I don't see a clear favourite," Koeman said when asked if there is anything to separate the two heavyweights.
"There is a difference in terms of experience, but we also have some experienced players in our squad, while they have some young players, so we are more or less the same.
"There are areas in which they are better than us and others in which we are better than them. We are playing at home and can have no fear. We want to show we're a good team."
