The reigning European champions have yet to lose in the Premier League or the League Cup, but the 30-year-old acknowledges that they cannot rest of their laurels against Kasper Hjulmand's side at Farum Park.
"With a great start the atmosphere is very good, but it's only a start, the campaign is very long and nothing is secured," Cech told Chelsea's official website. "We are empty handed but enjoying the moment.
"We have been doing well and getting the results we wanted, we are top of the league, which is a great position, but it's early days.
"Any victory will be good for us, but we know it won't be easy. We've come for three points, we are the favourites for the group as reigning champions, and all we can do is play our game and hopefully get the result we want.'
In the other Group E game on Tuesday, Juventus will host Shakhtar Donetsk.