PSG currently sit top of Group C after comfortable wins over Olympiacos and Benfica, and face a Belgian outfit who are yet to register a point in the competition.
"A win is an absolute must for us and will be a first step towards qualifying for the next stage," Blanc told reporters. "To keep my players sharp I am always saying that every match will be difficult.
"We do not take any match for granted. And that is exactly how we will handle the Anderlecht game. We go into every match the way we should, with the right attitude, and stay focused all match long.
"As a team we create many chances and we do not always convert them. I cannot complain about the effort of my players, it is just sometimes a lack of efficiency in finishing. We need to be a bit more efficient in that, but with patience that will come."
Blanc hinted that he could make changes to his starting lineup for the clash.
"I will keep rotating my players," he added. "We have a lot of quality players and there will be a number of new names tomorrow.
"We have not looked at the match against Saint-Etienne this weekend. For now only the match against Anderlecht counts and I will select the best team I can.
"We cannot think that we will easily push Anderlecht aside; that will not happen. We always respect our opponents and that will be no different tomorrow."
The match gets underway at the Constant Vanden Stock at 7.45pm.