The Magpies were thrashed 4-0 by Manchester City on Saturday ahead of their quarter-final clash with Benfica on Thursday.
However, the Frenchman insists that his side must show that they have learned from the defeat to the champions when they travel to Portugal later this week.
"Every game for us now is very important," Cabaye told the Northern Echo.
"First of all we have to show on Thursday night that we have learned from mistakes at Manchester City and make sure we get into the second leg at home with good results behind us.
"We need good results, nothing else. From now until the end of the season every game is going to be like a final for us and the main thing we have to have in our mind is that we have to be safe because we want to play in the Premier League next season. We have to fight for that and this wasn't right here."
Newcastle are currently three points clear of the relegation zone.