The Spanish club are away in Minsk on Tuesday for their third Group F game, having picked up three points from two matches so far.
"I agree that our defence has to be more reliable," he said. "We cannot afford too many defensive mistakes against BATE, and I think it is time to win away at last.
"This winless run on the road started before me and continues, and it is time to change it.
"We do not have to change anything specific on the pitch, we have to change our mentality."
The other game in Group F on Tuesday is between Lille and Bayern Munich in France.