Dutch hopes of a first title since 1988 were dealt a blow on Saturday when they were surprisingly defeated 1-0 by Denmark.
With Joachim Low's side up next in Kharkiv, Van Marwijk knows that his team cannot afford another slip-up.
"We are all disappointed. This is normal," he told NOS. "But it is the calm before the storm, because everyone realises that it is do or die against Germany on Wednesday.
"When you play against them you can't afford to walk along the knife-edge. We must attack and we will attack."
Germany won their opening fixture against Portugal 1-0 on Saturday night.