The 40-year-old, who has worked alongside Roy Hodgson as an assistant coach with England and as a television pundit since retiring in 2011, will be aiming to secure the three points against Olympique Lyonnais that might keep his new club's Champions League campaign alive.
The meeting with the French side will be a high-pressure baptism for the eight-times English Premier League winner, but Neville is unfazed by the challenge.
“I don’t know if it’s dangerous but I don’t feel anxious at all,” Neville told a news conference on Tuesday.
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“Maybe that’s good, maybe that’s bad. I don’t know as I’ve never been in this position before.
“Obviously, I’ve been a coach with England and I don’t feel anxious before England games either. Maybe I did as a player a little bit, but as a coach I’ve never felt that way working under Roy (Hodgson) with England and I don’t feel that way today," added the former full back, who won two Champions League medals with Manchester United.
Valencia trail Ghent by a point with one game remaining in the group stages, leaving Neville hoping his team can achieve a better result than that of the Belgians in their meeting with Zenit St Petersburg, who have booked their place in the next round as Group H winners with a perfect record so far.
The La Liga side won their earlier meeting with the French club, who are bottom of the standings and eliminated, 1-0.
“What we do control is our match and we have to focus on that,” Neville said.
“If, after that match we haven’t got the result that we want in the other game, then that’s life. The most important thing is concentrating on our direct opponent and not focusing on what’s going on elsewhere.”
Neville was in the stands of the sold-out Mestalla on Saturday when his team secured a point against Barcelona amid the kind of atmosphere the new coach craves at the historic old ground.
“Obviously, it was against a fantastic opponent -- Barcelona are one of the best teams in Europe -- but I think the players set themselves a standard of what they’re capable of in terms of the hard work, the organisation, the spirit, the endurance, to keep going," he said.
"I said I wanted the Mestalla to be a horrible place for opponents to play and I think that for Barcelona on Saturday, for part of that game it was uncomfortable.”
(Editing by Neville Dalton)
