The Hoops travel to Brussels to play the Belgian champions on Wednesday night with both teams having begun their respective Group B campaigns with a defeat.
"They're all pressure games; people will look at people like PSG as being clear favourites in those games and you're doing your best to get a result," Rodgers told Sky Sports News.
"This game will be a lot tighter in terms of ability maybe but the pressures are still there because you put yourself under pressure.
"There's never an easy game and they'll be looking to get their season going and get a bit of confidence.
"It's a game where people will look at it as an opportunity for both teams to finish in the Europa League place."
Following the Anderlecht game, Celtic face a trip to Bayern on October 18.