The Galicians currently occupy 15th position in the table, but all three of their league wins this season have been on the road.
"I do not think the team are under pressure for having not won at Balaidos yet," Nolito told reporters at a press conference.
"Someday we hope to win and if that is this Saturday then all the better. Rayo Vallecano? People believe that because they are bottom of the League that we will score three or four goals, but they are a good team, with a very strong philosophy.
"Currently they are last but I see them as capable of getting out of that position. It will be a very difficult game. Any team in this league is able to compete, so we must stay focused."
Celta welcome Rayo Vallecano on Saturday.