The Premier League champions have collected four points from their two Group A matches thus far, while Sociedad are yet to get off the mark.
"We have done well so far. We were pleased with our performance against Bayer Leverkusen and then it was important to come away from Donetsk with a good result," Rafael told United Review.
"We managed to do that. We have played some good football in the competition so far and we want to keep that going. It is a great chance for us. We need to win the game to give us confidence for the match in Spain. That's all we're focused on.
"They will come here to win. Spanish teams aren't the type to sit back and defend. They will always attack. They were close to getting a draw at Leverkusen and that will have given them encouragement."
Rafael has struggled with injury in the early stages of the new campaign.