The North London club play their final warm-up game of the summer on Saturday evening when they welcome Espanyol to White Hart Lane.
"It's so important for us to go out and win as that helps build confidence as a group," Defoe told Tottenham's official website.
"At times it's not the case, you can win every friendly in pre-season and it gets to the first game and then you don't win. You never know.
"We all want to put on a good show and just win the game, get that win and the winning mentality we need for the start of the season."
Spurs get their league campaign underway at local rivals Crystal Palace next Sunday.