The Blues lead 2-1 from the first leg and possess the advantage of two away goals heading into the return match at Stamford Bridge.
However, the Spaniard believes that the Londoners cannot afford to rely on their defence and must take the game to their Swiss opponents.
"It's going to be a dangerous game," Mata told ESPN. "Even though we have two goals away, a great result, it's that kind of game that can be very risky.
"If we don't go into the game thinking about winning, thinking about defending well, thinking about trying to win again, it's going to be difficult. We still know we have to fight if we're going to be in the final.
"We got a great result in Switzerland, but now we have to play another 90 minutes and I'm sure they're not going to give up. They're a team who try until the end. It will be tough, for sure."
Chelsea host Basel in the Europa League on Thursday night.