The Reds, who are on their worst run since 1987 following four straight defeats, face United at Anfield on Sunday.
Reina told the Daily Star: “This is a final for us and a game we just have to win. If we lose, we will be 10 points behind Manchester United and that will be just too big a gap in the Premier League.
“We cannot afford to think of defeat because it would be a disaster.
“The defeat to Lyon has damaged us massively but we have to put the Champions League behind us for now. We just can’t afford one mistake against United because they will take advantage.
“We are working as hard as we can to get our confidence back but in just a few things everything has become so negative.
“The manager Benitez has come in for a lot of criticism but in truth it is the players’ fault and we have to realise that.
“We just have to get three points because it will be good for us and will also stop Manchester United.”
